Overview

Gumbel distribution


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An extreme-value distribution, introduced by Gumbel in 1935, that has probability density function f given by . The distribution has mode α, mean α+γβ (where γ=0.5772156649… is Euler's constant), and variance ⅙β2π2.

Gumbel distribution. All the distributions illustrated have α=4.

Subjects: Probability and Statistics.


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