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In [[probability theory]], the '''Type-1 Gumbel density function''' is
 
:<math>f(x|a,b)= a b e^{-(b e^{-ax} + ax)}\,</math>
 
for  
 
:<math>-\infty < x < \infty.</math>
 
The distribution is mainly used in the analysis of extreme values and in [[survival analysis]] (also known as duration analysis or event-history modelling).
 
==See also==
* [[Type-2 Gumbel distribution]]
* [[Extreme value theory]]
* [[Gumbel distribution]]
 
==References==
Taken from the [http://www.gnu.org/software/gsl/manual/gsl-ref_19.html#SEC309 gsl-ref_19.html#SEC309], used under GFDL.
 
{{probability-stub}}
{{ProbDistributions|continuous-infinite}}
 
[[Category:Continuous distributions]]
[[Category:Probability distributions]]

Revision as of 03:36, 2 January 2014

In probability theory, the Type-1 Gumbel density function is

f(x|a,b)=abe(beax+ax)

for

<x<.

The distribution is mainly used in the analysis of extreme values and in survival analysis (also known as duration analysis or event-history modelling).

See also

References

Taken from the gsl-ref_19.html#SEC309, used under GFDL.

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