How to determine the mu and sigma in evpdf(X,mu,sigma)?

There are no detailed information about how we can get the mu,sigma in evpdf(X,mu,sigma). And I have tried many times according the function of Extreme I Distribution, but it didn't work.

Answer 1

[Vishal Bhutani]

Hi, as mentioned in the documentation link for function ‘evpdf’, mu and sigma are parameters evaluated at the values in the input variable. For example:

>> Y = evpdf(X,mu,sigma)

returns the pdf of the type 1 extreme value distribution with location parameter mu and scale parameter sigma, evaluated at the values in X. X, mu, and sigma can be vectors, matrices, or multidimensional arrays that all have the same size. A scalar input is expanded to a constant array of the same size as the other inputs.

Link of the documentation:

https://www.mathworks.com/help/stats/evpdf.html

Hope it helps.

[Steven Lord]

See the Parameters section of this documentation page for an example of how to fit data to the extreme value distribution using evfit.

See this page in the documentation for how to fit univariate distributions to data using the Distribution Fitter app.