The Gumbel cumulative distribution function with
location parameter loc $= \mu$ and scale
parameter scale $= \sigma$ is
$$F(x) = \exp(-\exp[-(x-\mu)/\sigma])$$
for all real x, where $\sigma > 0$;
c.f. rgumbel. This distribution is also known as
extreme value distribution of type I; confer Chapter~22 of
Johnson et al. (1995).
Arguments
Objects from the Class
Objects can be created by calls of the form new("Gumbel", loc, scale).
More frequently they are created via the generating function
Gumbel.
Extends
Class "AbscontDistribution", directly.
Class "UnivariateDistribution", by class "AbscontDistribution".
Class "Distribution", by class "AbscontDistribution".
concept
Gumbel
References
Johnson et al. (1995) Continuous Univariate Distributions. Vol. 2. 2nd ed.
New York: Wiley.