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Gumbel distribution

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In probability theory and statistics, the Gumbel distribution (Generalized Extreme Value distribution Type-I) is used to model the distribution of the maximum (or the minimum) of a number of samples of various distributions.

Gumbel distribution - Wikipedia Jump to content From Wikipedia, the free encyclopedia Particular case of the generalized extreme value distribution \\mu,</math> [[location parameter|location]] ([[real numbers|real]])<br /><math>\\beta>0,</math> [[scale parameter|scale]] (real)"},"support":{"wt":"<math>x\\in\\mathbb{R}</math>"},"pdf":{"wt":"<math>\\frac{1}{\\beta}e^{-(z+e^{-z})}</math> (maximum case) <br /> where <math>z=\\frac{x-\\mu}{\\beta}</math>"},"cdf":{"wt":"<math>e^{-e^{-(x-\\mu)/\\beta}}</math> (maximum case)"},"quantile":{"wt":"<math>\\mu-\\beta\\ln(-\\ln(p))</math>"},"mean":{"wt":"<m

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