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gumbel distribution
Gumbel Distribution
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Number Theory There are essentially three types of Fisher-Tippett extreme value distributions. The most common is the type I
distribution, which are sometimes referred to as Gumbel types or just Gumbel distributions. These are distributions of
Probability and Statistics
an extreme order statistic for a distribution of elements . In this work, the term "Gumbel distribution" is used to
Recreational Mathematics refer to the distribution corresponding to a minimum extreme value distribution (i.e., the distribution of the minimum
). Sample versus
Topology Theoretical
The Gumbel distribution with location parameter and scale parameter is implemented in the Wolfram Language as Distribution
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GumbelDistribution[alpha, beta].
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It has probability density function and distribution function
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Contribute to MathWorld The mean, variance, skewness, and kurtosis excess are
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13,636 entries (6)
Last updated: Mon Jan 1 2018

Created, developed, and where is the Euler-Mascheroni constant and is Apéry's constant.
nurtured by Eric Weisstein
at Wolfram Research

The distribution of taken from a continuous uniform distribution over the unit interval has probability function


and distribution function


The th raw moment is given by


The first few central moments are




The mean, variance, skewness, and kurtosis excess are therefore given by




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1/1/2018 Gumbel Distribution -- from Wolfram MathWorld
If are instead taken from a standard normal distribution, then the corresponding cumulative distribution is



where is the normal distribution function. The probability distribution of is then



The mean and variance are expressible in closed form for small ,












No exact expression is known for or , but there is an equation connecting them


Extreme Value Distribution, Inverse Gumbel Distribution

Gumbel, E. J. "Multivariate Extremal Distributions." Bull. Inst. Internat. de Statistique 37, 471-475, 1960a.
Gumbel, E. J. "Distributions del valeurs extremes en plusieurs dimensions." Publ. l'Inst. de Statistique, Paris 9, 171-173, 1960b.
Gumbel, E. J. "Bivariate Logistic Distributions." J. Amer. Stat. Assoc. 56, 335-349, 1961.
Gumbel, E. J. and Mustafi, C. K. "Some Analytical Properties of Bivariate Extreme Distributions." J. Amer. Stat. Assoc. 62, 569-
588, 1967.
Johnson, N.; Kotz, S.; and Balakrishnan, N. Continuous Univariate Distributions, Vol. 2, 2nd ed. New York: Wiley, 1995.

Referenced on Wolfram|Alpha: Gumbel Distribution


Weisstein, Eric W. "Gumbel Distribution." From MathWorld--A Wolfram Web Resource.

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