Distribution of Gumbel

In Theory of probability, the law of Gumbel , named according to Émil Julius Gumbel, is a continuous probability distribution.

It is used to find the extrema of a number of sample of several distributions

For example, it is used if one wants to know the maximum level of a river by having the statement of believed over ten years. One can also predict the probability of a critical event like an earthquake.

Characteristic functions

Its Fonction of distribution is:

$F\; (X;\; \backslash \; driven,\; \backslash \; beta)\; =\; e^\; \{-\; e^\; \{(\backslash \; MX)/\backslash \; beta\}\}.\; \backslash ,$

The standard law of Gumbel is obtained for μ = 0 and β = 1.

Properties

cours de translation

Random links:

National park of Nokrek | Cancer of the ovary | Shock Wave (Six Flags Over Texas) | IFK Hässleholm | Tennis with the Olympic Games of summer of 1904 - detailed Results | Roi_de_Diana

© 2007-2008 speedlook.com; article text available under the terms of GFDL, from fr.wikipedia.org