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Dataplot Vol 2 Vol 1

EV1CHAZ

Name:
    EV1CHAZ (LET)
Type:
    Library Function
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:

      H(x) = exp(x)

    For the maximum order statistic, the standard form of the extreme value type I distribution has the following cumulative hazard function:

      H(x) = -DLOG[1 - exp(exp(-x))]
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:
    None
Synonyms:
    None
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:
    1999/6
Program:
        SET MINMAX 2 
        TITLE AUTOMATIC 
        PLOT EV1CHAZ(X) FOR X = -4  0.01  4 
        
    plot generated by sample program

Date created: 10/9/2001
Last updated: 4/4/2003
Please email comments on this WWW page to alan.heckert@nist.gov.