EV1CHAZ
Name:
Type:
Purpose:
Compute the standard form of the extreme value type I (also known
as the Gumbel distribution) cumulative hazard function.
Description:
For the minimum order statistic, the standard form of the extreme
value type I distribution has the following cumulative hazard
function:
For the maximum order statistic, the standard form of the extreme
value type I distribution has the following cumulative hazard
function:
Syntax:
LET <y> = EV1CHAZ(<x>)
<SUBSET/EXCEPT/FOR qualification>
where <x> is a variable, a number, or a parameter;
<y> is a variable or a parameter (depending on what
<x> is) where the computed extreme value type I
cumulative hazard value is saved;
and where the <SUBSET/EXCEPT/FOR qualification> is optional.
Examples:
LET A = EV1CHAZ(3)
LET X2 = EV1CHAZ(X1)
Note:
The SET MINMAX command specifies whether the minimum or maximum
order statistic form is used. Entering SET MINMAX 2 specifies the
maximum order statistic while SET MINMAX 1 specifies the
minimum order statistic. This command is required before using the
EV1CHAZ function.
Default:
Synonyms:
Related Commands:
EV1CDF

= Compute the extreme value type I cumulative distribution
function.

EV1PDF

= Compute the extreme value type I probability density
function.

EV1PPF

= Compute the extreme value type I percent point function.

EV1HAZ

= Compute the extreme value type I hazard function.

EV2PDF

= Compute the extreme value type II probability density
function.

WEIPDF

= Compute the Weibull probability density function.

EXPPDF

= Compute the exponential probability density function.

Reference:
"Continuous Univariate Distributions: Volume 2", 2nd. Ed.,
Johnson, Kotz, and Balakrishnan, John Wiley, 1994.
Applications:
Reliability, Extreme Values Analysis
Implementation Date:
Program:
SET MINMAX 2
TITLE AUTOMATIC
PLOT EV1CHAZ(X) FOR X = 4 0.01 4
Date created: 10/9/2001
Last updated: 4/4/2003
Please email comments on this WWW page to
alan.heckert@nist.gov.
