Function File: p = gevcdf (x, k, sigma, mu)

Compute the cumulative distribution function of the generalized extreme value (GEV) distribution.

Arguments

• x is the support.
• k is the shape parameter of the GEV distribution. (Also denoted gamma or xi.)
• sigma is the scale parameter of the GEV distribution. The elements of sigma must be positive.
• mu is the location parameter of the GEV distribution.

The inputs must be of common size, or some of them must be scalar.

Return values

• p is the cumulative distribution of the GEV distribution at each element of x and corresponding parameter values.

Examples

x = 0:0.5:2.5;
sigma = 1:6;
k = 1;
mu = 0;
y = gevcdf (x, k, sigma, mu)

y = gevcdf (x, k, 0.5, mu)

References

1. Rolf-Dieter Reiss and Michael Thomas. Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields. Chapter 1, pages 16-17, Springer, 2007.

See also: gevfit, gevinv, gevlike, gevpdf, gevrnd, gevstat.

Package: statistics