In probability theory, the Type-2 Gumbel probability density function is:
This implies that it is similar to the Weibull distributions, substituting and a = -k. Note however that a positive k (as in the Weibull distribution) would yield a negative a, which is not allowed here as it would yield a negative probability density.
- Description
- Generates a sample of the Type-2 Gumbel distribution.
- Parameters
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Name Type of value Description a double b double - Result
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Type Description double The generated sample.
- Description
- Generates a sample of the Type-2 Gumbel distribution using the specified random number generator.
- Parameters
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Name Type of value Description a double b double r java.util.Random The random number generator. - Result
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Type Description double The generated sample.
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