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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
for
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.
Template:Probability-stub
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