Type-1 Gumbel distribution

In probability theory, the Type-1 Gumbel density function is

[math]\displaystyle{ f(x|a,b)= a b e^{-(b e^{-ax} + ax)} }[/math]

for

[math]\displaystyle{ -\infty \lt x \lt \infty. }[/math]

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

See also

• Type-2 Gumbel distribution
• Extreme value theory
• Gumbel distribution

References

Taken from the gsl-ref_19.html#SEC309, used under GFDL.