---

C Library Functions  - ev2cdf (3)

---

NAME

ev2cdf(3f) - [M_datapac:CUMULATIVE_DISTRIBUTION] compute the extreme value type 2 (Frechet) cumulative distribution function

CONTENTS

Synopsis
Description
Input Arguments
Output Arguments
Examples
Author
Maintainer
License
References

SYNOPSIS

SUBROUTINE EV2CDF(X,Gamma,Cdf)

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

DESCRIPTION

EV2CDF(3f) computes the cumulative distribution function value for the extreme value type 2 distribution with REAL tail length parameter = GAMMA.

The extreme value type 2 distribution used herein is defined for all non-negative X, and has the probability density function

       f(X) = GAMMA * (X**(-GAMMA-1)) * exp(-(X**(-GAMMA)))

INPUT ARGUMENTS

X	The value at which the cumulative distribution function is to be evaluated. X should be non-negative.
GAMMA	The value of the tail length parameter. GAMMA should be positive.

OUTPUT ARGUMENTS

CDF	The cumulative distribution function value for the extreme value type 2 distribution with tail length parameter value = GAMMA.

EXAMPLES

Sample program:

   program demo_ev2cdf
   use M_datapac, only : ev2cdf
   implicit none
   ! call ev2cdf(x,y)
   end program demo_ev2cdf

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

ev2cdf (3)

February 23, 2025

Generated by manServer 1.08 from 4f34d5ff-0c45-44e5-9860-8fd7c707b630 using man macros.