Probabilities.GumbelStat Method

procedure GumbelStat(Mu: Double; beta: Double; out AMean: Double; out AVariance: Double; out ASkewness: Double; out AKurtosis: Double);

Gumbel distribution statistic parameters.

#NameDescription
1AMeanReturns distribution mean estimate.
2AVarianceReturns distribution variance estimate.
3ASkewnessReturns distribution skewness estimate.
4AKurtosisReturns distribution kurtosis estimate.
5MuDefines the location parameter.
6betaDefines the scale parameter, positive real value.

Result: stored in self (calling object)

Remarks:

Calculates Gumbel distribution mean, variance, skewness and kurtosis values using parameters Mu and beta.