MATLAB Examples

Compute the Extreme Value Distribution pdf

Compute the pdf of an extreme value distribution.

t = [-5:.01:2];
y = evpdf(t);

Plot the pdf.

figure;
plot(t,y)

The extreme value distribution is skewed to the left, and its general shape remains the same for all parameter values. The location parameter, mu, shifts the distribution along the real line, and the scale parameter, sigma, expands or contracts the distribution.

The following plots the probability function for different combinations of mu and sigma.

x = -15:.01:5;
plot(x,evpdf(x,2,1),'-', ...
     x,evpdf(x,0,2),':', ...
     x,evpdf(x,-2,4),'-.');
legend({'mu = 2, sigma = 1', ...
        'mu = 0, sigma = 2', ...
        'mu = -2, sigma = 4'}, ...
       'Location','NW')
xlabel('x')
ylabel('f(x|mu,sigma)')