Type-1 Gumbel distribution

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In probability theory, the Type-1 Gumbel distribution function is

f(x|a,b)= a b \exp(-(b \exp(-ax) + ax))\,

for

-\infty < x < \infty.

The distribution is mainly used in survival analysis (also known as duration analysis or event-history modelling).

[edit] References

Taken from the gsl-ref_19.html#SEC309, used under GFDL.

[edit] See also

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Probability distributions
 
Continuous univariate supported on the whole real line