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