Package dev.nm.stat.evt.evd.univariate
Class GumbelDistribution
- java.lang.Object
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- dev.nm.stat.evt.evd.univariate.GeneralizedEVD
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- dev.nm.stat.evt.evd.univariate.GumbelDistribution
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- All Implemented Interfaces:
ProbabilityDistribution
,UnivariateEVD
public class GumbelDistribution extends GeneralizedEVD
The Gumbel distribution is a special case (Type I) of the generalized extreme value distribution, with \(\xi=0\). The cumulative distribution function is \[ F(x;\mu,\sigma,0)=e^{-e^{-(x-\mu)/\sigma}} \;\; \text{for} \;\; x\in\mathbb R. \] The R equivalent functions areevd::dgumbel
,evd::pgumbel
,evd::qgumbel
,evd::rgumbel
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Constructor Summary
Constructors Constructor Description GumbelDistribution()
Create an instance with the default parameter values: location \(\mu=0\), scale \(\sigma=1\).GumbelDistribution(double location, double scale)
Create an instance with the given parameter values.
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Method Summary
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Methods inherited from class dev.nm.stat.evt.evd.univariate.GeneralizedEVD
cdf, density, entropy, getLocation, getScale, getShape, kurtosis, logDensity, marginalInverseTransform, marginalTransform, mean, median, moment, quantile, skew, variance
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Constructor Detail
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GumbelDistribution
public GumbelDistribution()
Create an instance with the default parameter values: location \(\mu=0\), scale \(\sigma=1\).
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GumbelDistribution
public GumbelDistribution(double location, double scale)
Create an instance with the given parameter values.- Parameters:
location
- the location parameter \(\mu\)scale
- the scale parameter \(\sigma\)
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