Gumbel Distribution Function

JavaScript

      Enter Gumbel Distribution Arguments

           x-value: 
location parameter: 
   scale parameter:

Gumbel Probability :

If M_n is the maximum of a sample of size n
from the exponential distribution E(1), then the distribution
of M_n - log(n) converges to the Gumbel(0,1) distribution.
The Gumbel(0,1) distribution has density on the whole real line.

f(x) = exp{-e^-x-x}

and distribution function

F(x) = exp{-e^-x}.

For example, Gumbel(0,0,1) = 1/e = .36788