Template:Gumbel probability density function: Difference between revisions
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The <math>pdf</math> of the Gumbel distribution is given by: | The <math>pdf</math> of the Gumbel distribution is given by: | ||
::<math>f( | ::<math>f(t)=\frac{1}{\sigma }{{e}^{z-{{e}^{z}}}}</math> | ||
::<math>f( | ::<math>f(t)\ge 0,\sigma >0</math> | ||
where: | |||
::<math>z=\frac{ | ::<math>z=\frac{t-\mu }{\sigma }</math> | ||
and: | |||
::<math>\begin{align} | ::<math>\begin{align} | ||
& \mu = | & \mu = \text{location parameter} \\ | ||
& \sigma = | & \sigma = \text{scale parameter} | ||
\end{align}</math> | \end{align}</math> | ||
Revision as of 18:30, 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]