C Library Functions  - ev1cdf (3)

NAME

ev1cdf(3f) - [M_datapac:CUMULATIVE_DISTRIBUTION] compute the extreme value type 1 (Gumbel) cumulative distribution function

CONTENTS

Synopsis
Description
Input Arguments
Output Arguments
Examples
Author
Maintainer
License
References

SYNOPSIS

SUBROUTINE EV1CDF(X,Cdf)

       REAL(kind=wp),intent(in) :: X
       REAL(kind=wp),intent(out) :: Cdf

DESCRIPTION

EV1CDF(3f) computes the cumulative distribution function value for the extreme value type 1 distribution.

The extreme value type 1 distribution used herein has mean = Euler’s number = 0.57721566 and standard deviation = pi/sqrt(6) = 1.28254983.

This distribution is defined for all X and has the probability density function

       f(X) = (exp(-X)) * (exp(-(exp(-X))))

INPUT ARGUMENTS

X The value at which the cumulative distribution function is to be evaluated.

OUTPUT ARGUMENTS

CDF The cumulative distribution function value.

EXAMPLES

Sample program:

   program demo_ev1cdf
   use M_datapac, only : ev1cdf
   implicit none
   ! call ev1cdf(x,y)
   end program demo_ev1cdf

Results:

AUTHOR

The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.

MAINTAINER

John Urban, 2022.05.31

LICENSE

CC0-1.0

REFERENCES

o Johnson and Kotz, Continuous Univariate Distributions--1, 1970, pages 272-295.


Nemo Release 3.1 ev1cdf (3) July 22, 2023
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