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).

Sample (CDF is shown with red line)

gumbel1(double a, double b)

Description

Generates a sample of the Type I Gumbel distribution.

Parameters

Name

Type

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

Description

a

double


b

double


r

java.util.Random

the random number generator

Result

Type

Description

double

the generated sample