Type-1 Gumbel distribution

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

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

for

$-\mathrm{\infty }<x<\mathrm{\infty }.$

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

• Type-2 Gumbel distribution
• Extreme value theory
• Gumbel distribution

References

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

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📰 Article(s) of the same category(ies)

• Law (stochastic processes)
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