function pdf = extreme_values_pdf ( x, a, b ) %*****************************************************************************80 % %% EXTREME_VALUES_PDF evaluates the Extreme Values PDF. % % Discussion: % % PDF(X)(A,B) = % ( 1 / B ) * % EXP ( % ( A - X ) / B - EXP ( ( A - X ) / B ) % ). % % The Extreme Values PDF is also known as the Fisher-Tippet PDF % and the Log-Weibull PDF. % % The special case A = 0 and B = 1 is the Gumbel PDF. % % The Extreme Values PDF is the limiting distribution for the % smallest or largest value in a large sample drawn from % any of a great variety of distributions. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 09 September 2004 % % Author: % % John Burkardt % % Reference: % % Eric Weisstein, editor, % CRC Concise Encylopedia of Mathematics, % CRC Press, 1998. % % Parameters: % % Input, real X, the argument of the PDF. % % Input, real A, B, the parameters of the PDF. % 0.0 < B. % % Output, real PDF, the value of the PDF. % pdf = ( 1.0 / b ) * exp ( ( a - x ) / b - exp ( ( a - x ) / b ) ); return end