Gumbel

Gumbel distribution.

Installation

npm install @stdlib/stats-base-dists-gumbel

Usage

var gumbel = require( '@stdlib/stats-base-dists-gumbel' );

gumbel

Gumbel distribution.

var dist = gumbel;
// returns {...}

The namespace contains the following distribution functions:

• cdf( x, mu, beta ): Gumbel distribution cumulative distribution function.
• logcdf( x, mu, beta ): Gumbel distribution logarithm of cumulative distribution function.
• logpdf( x, mu, beta ): Gumbel distribution logarithm of probability density function (PDF).
• mgf( t, mu, beta ): Gumbel distribution moment-generating function (MGF).
• pdf( x, mu, beta ): Gumbel distribution probability density function (PDF).
• quantile( p, mu, beta ): Gumbel distribution quantile function.

The namespace contains the following functions for calculating distribution properties:

• entropy( mu, beta ): Gumbel distribution differential entropy.
• kurtosis( mu, beta ): Gumbel distribution excess kurtosis.
• mean( mu, beta ): Gumbel distribution expected value.
• median( mu, beta ): Gumbel distribution median.
• mode( mu, beta ): Gumbel distribution mode.
• skewness( mu, beta ): Gumbel distribution skewness.
• stdev( mu, beta ): Gumbel distribution standard deviation.
• variance( mu, beta ): Gumbel distribution variance.

The namespace contains a constructor function for creating a Gumbel distribution object.

• Gumbel( [mu, beta] ): Gumbel distribution constructor.

var Gumbel = require( '@stdlib/stats-base-dists-gumbel' ).Gumbel;

var dist = new Gumbel( 2.0, 4.0 );

var y = dist.pdf( 2.0 );
// returns ~0.092

Examples

var objectKeys = require( '@stdlib/utils-keys' );
var gumbel = require( '@stdlib/stats-base-dists-gumbel' );

console.log( objectKeys( gumbel ) );

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

Community

License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.