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Probabilities.GumbelPDF Function
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Gumbel probability density function (PDF).

Pascal
function GumbelPDF(x: double; Mu: double; beta: double; minimum: boolean): double; overload;
File
Parameters
Parameters 
Description 
x 
Function domain, real value. 
Mu 
Defines the location parameter. 
beta 
Defines the scale parameter, positive real value. 
minimum 
Defines maximum or minimum Gumbel distrubution. If true, th routine calculates minimum Gumbel PDF If false, the routine calculates maximum Gumbel PDF. 
Returns

the Gumbel probability density function (PDF) for value x by using parameters Mu and beta.

Description

Calculates Gumbel (minimum or maximum) distribution probabilty density function, defined by the following equation: 

 

The Gumbel distribution is a special case of the Generalized Extreme Value distribution. It used in industry in QA/QC applications and in the environmental sciences to model extreme values associated with flooding and rainfall. The Gumbel distribution takes its name from Emil J. Gumbel.

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