Talk:Gumbel distribution

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This article is a mess, and needs rewriting. -- Anon.

I agree; maybe I'll get to it at some point. I've done some small fixes, but more is needed. Michael Hardy 22:11, 23 Feb 2004 (UTC)

If I may give a suggestion, I would redirect the page to the on the generalized extreme value distribution (which I just wrote and I hope in a decent way) of which the Fisher-Tippett is a special case. Since I'm a newbie, I'm not sure it is appropriate to do so, so I prefer to ask.

At any rate, the total lack of any references is troubling, and the fact that neither Pi nor the Euler constant are expressly defined is sloppy. -- Anon.

Symbol mismatch - text and graphics[edit]

The images use symbols β and γ, but the text uses β and μ. One or the other needs correcting for consistency. DFH 20:25, 30 January 2007 (UTC)

I suppose those symbols are BETA, GAMMA, and MU. In the table at right MU is the location parameter which is not the mean.
The two top right graphs use parameters LAMBDA and BETA but the table below them uses MU and BETA. Is LAMBDA also the location parameter?
Is consistency across articles on probability distributions intended regarding symbols for location, scale, and shape parameters? If not entirely, is consistency intended for the top right graphs? for the righthand tables? —Preceding unsigned comment added by 140.247.23.33 (talk) 23:56, 14 November 2007 (UTC)

changed the figures to remove the figure inconsistencies. --Herr blaschke (talk) 11:12, 26 March 2008 (UTC)

Distribution name[edit]

Isn't this also called the Gompertz distribution? If you see, the Shifted Gompertz distribution links this distribution, but nothing is written here about the other name, so it is confusing. Faermi 16:03, 16 May 2007 (UTC)


Mean Value Calculation[edit]

I think that tere is a mistake in the calculation of the mean value, because I've done some experiments in Mattab and the sign in the equation should be (-), i.e., mean=\mu - \beta\,\gamma\!, and not mean=\mu + \beta\,\gamma\!, as it was before.

Anyone can confirm if that's right?

Thank you all.
08:37, 3 April 2008 (UTC)

Response: see Location-scale_family for the rules of location scale transormations. Also, it is cited with a + in the body of the article. If you are careful with the - signs in the distribution, you will see that the + sign in the mean is the correct formula. —Preceding unsigned comment added by 131.110.112.62 (talk) 20:17, 4 April 2008 (UTC)

Response 2: Matlab has a different definition of the Gumbel distribution from that used here (it has a heavy left tail). Thus the mean of the Matlab Gumbel distribution is indeed =\mu - \beta\,\gamma\!. This caused someone to incorrectly change the sign to minus on 27 Nov. 2010. I have now changed it back to plus. Kristjan.Jonasson (talk) 11:55, 30 December 2010 (UTC)

Gumbel graph paper[edit]

The attached image of the graph paper doesn't make much sense. How is it related to this distribution? This should be explained. --Ghtx (talk) 15:27, 5 May 2009 (UTC)

i think something is wrong. the maximum is not the first order statistic? which ( the first order statistic or the nth order statistic) is distributed as gumbel? —Preceding unsigned comment added by 41.91.62.24 (talk) 15:06, 25 November 2010 (UTC)

Minimum vs Maximum Case[edit]

From the text: "It is also known as the log-Weibull distribution"

Actually, per NIST, the Gumbel (minimum case) distribution is the distribution of the log of a Weibull-distributed variable, whereas this page is talking about the Gumbel (maximum case) distribution... — Preceding unsigned comment added by 2001:4898:0:FFF:0:5EFE:A7D:8603 (talk) 21:32, 26 October 2012 (UTC)