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Mathematica > Continuous Statistical Distributions >

Built-in Mathematica Symbol

GumbelDistribution

]
represents a Gumbel distribution with location parameter

and scale parameter

The Gumbel distribution gives the asymptotic distribution of the minimum value in a sample from a distribution such as the normal distribution.

The probability density for value x in a Gumbel distribution is proportional to . »

GumbelDistribution allows to be any real number and to be any positive real number.

GumbelDistribution can be used with such functions as Mean, CDF and RandomReal. »

The mean and variance of a Gumbel distribution:

Probability density function:

(2)