Gumbel Max (Maximum Extreme Value Type 1) Distribution

Parameters

- continuous scale parameter (

)

- continuous location parameter

Domain

Probability Density Function

Cumulative Distribution Function

where

Worksheet and VBA Functions

The following worksheet and VBA functions are available for this distribution:

Description VBA Functions Worksheet Functions

Distribution Fitting - =DistFit("GumbelMax";Data)

Probability Density Function GumbelMaxPdf(x,sigma,mu) =GumbelMaxPdf(sigma;mu) =DistPdf("GumbelMax(sigma;mu)";x)

Cumulative Distribution Function GumbelMaxCdf(x,sigma,mu) =GumbelMaxCdf(sigma;mu) =DistCdf("GumbelMax(sigma;mu)";x)

Survival Function GumbelMaxSurv(x,sigma,mu) =DistSurv("GumbelMax(sigma;mu)";x)

Hazard Function GumbelMaxHaz(x,sigma,mu) =GumbelMaxHaz(sigma;mu) =DistHaz("GumbelMax(sigma;mu)";x)

Cumulative Hazard Function GumbelMaxCumHaz(x,sigma,mu) =DistCumHaz("GumbelMax(sigma;mu)";x)

Inverse CDF (Quantile Function) GumbelMaxInv(P,sigma,mu) =GumbelMaxInv(sigma;mu) =DistInv("GumbelMax(sigma;mu)";P)

Random Numbers GumbelMaxRand(sigma,mu) =GumbelMaxRand(sigma;mu) =DistRand("GumbelMax(sigma;mu)")

Mode GumbelMaxMode(sigma,mu) =DistMode("GumbelMax(sigma;mu)")

Mean GumbelMaxMean(sigma,mu) =GumbelMaxMean(sigma;mu) =DistMean("GumbelMax(sigma;mu)")

Variance GumbelMaxVar(sigma,mu) =GumbelMaxVar(sigma;mu) =DistVar("GumbelMax(sigma;mu)")

Standard Deviation GumbelMaxStdev(sigma,mu) =GumbelMaxStdev(sigma;mu) =DistStdev("GumbelMax(sigma;mu)")

Skewness GumbelMaxSkew(sigma,mu) =DistSkew("GumbelMax(sigma;mu)")

(Excess) Kurtosis GumbelMaxKurt(sigma,mu) =DistKurt("GumbelMax(sigma;mu)")