Template:Gumbel probability density function: Difference between revisions

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===Gumbel Probability Density Function===
==Gumbel Probability Density Function==
The  <math>pdf</math>  of the Gumbel distribution is given by:  
The  <math>pdf</math>  of the Gumbel distribution is given by:  



Revision as of 18:22, 20 February 2012

Gumbel Probability Density Function

The [math]\displaystyle{ pdf }[/math] of the Gumbel distribution is given by:

[math]\displaystyle{ f(T)=\frac{1}{\sigma }{{e}^{z-{{e}^{z}}}} }[/math]
[math]\displaystyle{ f(T)\ge 0,\sigma \gt 0 }[/math]
where:
[math]\displaystyle{ z=\frac{T-\mu }{\sigma } }[/math]
and:
[math]\displaystyle{ \begin{align} & \mu = & \text{location parameter} \\ & \sigma = & \text{scale parameter} \end{align} }[/math]