www.gusucode.com > stats 源码程序 matlab案例代码 > stats/ComputeTheGeneralizedExtremeValueDistributionPdfExample.m
%% Compute the Generalized Extreme Value Distribution pdf % % Copyright 2015 The MathWorks, Inc. %% % Generate examples of probability density functions for the three basic % forms of the generalized extreme value distribution. x = linspace(-3,6,1000); y1 = gevpdf(x,-.5,1,0); y2 = gevpdf(x,0,1,0); y3 = gevpdf(x,.5,1,0); plot(x,y1,'-', x,y2,'--', x,y3,':') legend({'K < 0, Type III' 'K = 0, Type I' 'K > 0, Type II'}) %% % Notice that for |k = 0|, the distribution has zero probability density % for |x| such that $x < -\sigma/k + \mu$. %% % For |k = 0|, the distribution has zero probability density for % $x > -\sigma/k + \mu$. %% % For |k = 0|, there is no upper or lower bound.