Gumbel distribution

Show Summary Details

Quick Reference

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.

Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.