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GumbelDistribution

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 ⅇ^(-ⅇ^((x-alpha)/beta)+(x-alpha)/beta). »
New in 6