Gumbel: The Gumbel Distribution

In DescTools: Tools for Descriptive Statistics

The Gumbel Distribution

Description

Density function, distribution function, quantile function and random generation for the Gumbel distribution with location and scale parameters.

Usage

dGumbel(x, loc=0, scale=1, log = FALSE)
pGumbel(q, loc=0, scale=1, lower.tail = TRUE)
qGumbel(p, loc=0, scale=1, lower.tail = TRUE)
rGumbel(n, loc=0, scale=1)

Arguments

x, q	Vector of quantiles.
p	Vector of probabilities.
n	Number of observations.
loc, scale	Location and scale parameters (can be given as vectors).
log	Logical; if TRUE, the log density is returned.
lower.tail	Logical; if TRUE (default), probabilities are P[X <= x], otherwise, P[X > x]

Details

The Gumbel distribution function with parameters loc = a and scale = b is

G(z) = \exp\left\{-\exp\left[-\left(\frac{z-a}{b}\right) \right]\right\}

for all real z, where b > 0.

Value

dGumbel gives the density function, pGumbel gives the distribution function, qGumbel gives the quantile function, and rGumbel generates random deviates.

Author(s)

Alec Stephenson <[e-mail]>

See Also

rFrechet, rGenExtrVal, rRevWeibull

Examples

dGumbel(-1:2, -1, 0.5)
pGumbel(-1:2, -1, 0.5)
qGumbel(seq(0.9, 0.6, -0.1), 2, 0.5)
rGumbel(6, -1, 0.5)
p <- (1:9)/10
pGumbel(qGumbel(p, -1, 2), -1, 2)
## [1] 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9

DescTools documentation built on Sept. 26, 2024, 1:07 a.m.