extreme_value¶
Syntax¶
Parameters¶
a- A numeric expression representing the first input for the distribution.
b- A numeric expression representing the second input for the distribution.
Returns¶
Returns a number consistent with an extreme value distribution
Description¶
This action returns a variate of an extreme value distribution as described by this probability density function:
\[
p(x|a,b) = \frac{1}{b} \cdot z(x) \cdot e^{-z(x)} \quad \text{where} \quad z(x) = e^{\left(\frac{a-x}{b}\right)}
\]
This distribution generates random values, each of which can be seen as the most extreme (either the highest or lowest) from a set of samples of a random variable.
The action returns a single value for the current agent that is consistent with the distribution. Over a large number of agents, the returned values will collectively represent the distribution.