gumbel2

In probability theory, the Type-2 Gumbel probability density function is

This implies that it is similar to the Weibull distributions, substituting  and a = − k. Note however that a positive k (as in the Weibull distribution) would yield a negative a, which is not allowed here as it would yield a negative probability density.

gumbel2(double a, double b)

Description

Generates a sample of the Type II Gumbel distribution.

Parameters

Name Type Description
a double
b double

Result

Type Description
double the generated sample

gumbel2(double a, double b, java.util.Random r)

Description

Generates a sample of the Type II 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