Type-2 Gumbel distribution
In probability theory, the Type-2 Gumbel probability density function is
for
This implies that it is similar to the Weibull distributions, substituting and. Note, however, that a positive k would yield a negative a, which is not allowed here as it would yield a negative probability density.
For the mean is infinite. For the variance is infinite.
The cumulative distribution function is
The moments exist for
The special case b = 1 yields the Fréchet distribution.
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Based on , used under GFDL.
