GumbelDistribution

GumbelDistribution[α,β]
represents a Gumbel distribution with location parameter α and scale parameter β.

DetailsDetails

  • The Gumbel distribution gives the asymptotic distribution of the minimum value in a sample from a distribution such as the normal distribution.
  • The asymptotic distribution of the maximum value, also sometimes called a Gumbel distribution, is implemented in the Wolfram Language as ExtremeValueDistribution. »
  • The probability density for value in a Gumbel distribution is proportional to . »
  • GumbelDistribution allows α to be any real number and β to be any positive real number.
  • GumbelDistribution can be used with such functions as Mean, CDF, and RandomVariate. »
Introduced in 2007
(6.0)