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GumbelDistribution

GumbelDistribution(a, b)

returns a Gumbel distribution.

See:

Examples

The variance of the Gumbel distribution is

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

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

Implementation status

  • ✅ - full supported

Github

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