 |
BUILT-IN MATHEMATICA SYMBOL
GumbelDistribution
GumbelDistribution[
, 
]
represents a Gumbel distribution with location parameter and scale parameter .
Details
- 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 Mathematica as ExtremeValueDistribution. »
- The probability density for value
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 RandomVariate. »
New in 6
