Parameters |
(real)
shape (real) |
---|
PDF |
 |
---|
CDF |
 |
---|
Mean |
 |
---|
Variance |
 |
---|
In probability theory, the Type-2 Gumbel probability density function is

for
.
This implies that it is similar to the Weibull distributions, substituting
and
. 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.
For
the mean is infinite. For
the variance is infinite.
The cumulative distribution function is

The moments
exist for
The special case b = 1 yields the Fréchet distribution.
Based on The GNU Scientific Library, used under GFDL.
YouTube Encyclopedic
-
1/3
Views:6 961
43 215
16 551
-
Mod-01 Lec-33 Probability Models using Gamma and Extreme Value Distribution
-
FRM: Extreme Value Theory (EVT) - Intro
-
return period calculation (hydrology analysis)
See also
|
---|
Discrete univariate with finite support | |
---|
Discrete univariate with infinite support | |
---|
Continuous univariate supported on a bounded interval | |
---|
Continuous univariate supported on a semi-infinite interval | |
---|
Continuous univariate supported on the whole real line | |
---|
Continuous univariate with support whose type varies | |
---|
Mixed continuous-discrete univariate | |
---|
Multivariate (joint) | |
---|
Directional | |
---|
Degenerate and singular | |
---|
Families | |
---|

This page was last edited on 13 April 2018, at 01:16