Class GumbelDistribution

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 are evd::dgumbel, evd::pgumbel, evd::qgumbel, evd::rgumbel.
See Also:
  • Constructor Details

    • GumbelDistribution

      public GumbelDistribution()
      Create an instance with the default parameter values: location \(\mu=0\), scale \(\sigma=1\).
    • GumbelDistribution

      public GumbelDistribution(double location, double scale)
      Create an instance with the given parameter values.
      location - the location parameter \(\mu\)
      scale - the scale parameter \(\sigma\)