ev1cdf(3f) - [M_datapac:CUMULATIVE_DISTRIBUTION] compute the extreme value type 1 (Gumbel) cumulative distribution function
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Output Arguments
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SUBROUTINE EV1CDF(X,Cdf)
REAL(kind=wp),intent(in) :: X REAL(kind=wp),intent(out) :: Cdf
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 = Eulers 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))))
X The value at which the cumulative distribution function is to be evaluated.
CDF The cumulative distribution function value.
Sample program:
program demo_ev1cdf use M_datapac, only : ev1cdf implicit none ! call ev1cdf(x,y) end program demo_ev1cdfResults:
The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.
John Urban, 2022.05.31
CC0-1.0
o Johnson and Kotz, Continuous Univariate Distributions--1, 1970, pages 272-295.
Nemo Release 3.1 | ev1cdf (3) | February 23, 2025 |