GumbelDistribution

GumbelDistribution(a, b)

returns a Gumbel distribution.

See:

• Wikipedia - Gumbel distribution

Examples

The variance of the Gumbel distribution is

>> Variance(GumbelDistribution(n, m))
1/6*m^2*Pi^2

Related terms

CDF, Mean, Median, PDF, Quantile, StandardDeviation, Variance

Implementation status

• ✅ - full supported

Github

• Implementation of GumbelDistribution