Type-1 Gumbel distribution

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In probability theory, the Type-1 Gumbel density function is

f(x|a,b)= a b e^{-(b e^{-ax} + ax)}\,

for

-\infty < x < \infty.

The distribution is mainly used in the analysis of extreme values and in survival analysis (also known as duration analysis or event-history modelling).

See also[edit]

References[edit]

Taken from the gsl-ref_19.html#SEC309, used under GFDL.