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gumbel1

In probability theory, the Type-1 Gumbel distribution function is:

The distribution is mainly used in the analysis of extreme values and in survival analysis (also known as duration analysis or event-history modelling).

Example

CDF is shown with a red line.

gumbel1(double a, double b)

Description
Generates a sample of the Type I Gumbel distribution.
Parameters
Name Type of value Description
a double  
b double  
Result
Type Description
double The generated sample.

gumbel1(double a, double b, java.util.Random r)

Description
Generates a sample of the Type I Gumbel distribution using the specified random number generator.
Parameters
Name Type of value Description
a double  
b double  
r java.util.Random The random number generator.
Result
Type Description
double The generated sample.
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