3.5.3.3.14 Levinv

Description:

INV for Largest Extreme Value

Syntax:

double levinv(double dP, double mu, double sigma)

Parameters:

dP (input, double)

The target probability value

mu (input, double)

The location parameter representing the mean (median) of the distribution.

sigma (input, double)

The positive scale parameter proportional to the standard deviation.