The Type-1 Gumbel Distribution
Random:
double
gsl_ran_gumbel1
(const gsl_rng *
r
, double
a
, double
b
)
This function returns a random variate from the Type-1 Gumbel distribution. The Type-1 Gumbel distribution function is,
p(x) dx = a b \exp(-(b \exp(-ax) + ax)) dx
for -\infty < x < \infty.
Function:
double
gsl_ran_gumbel1_pdf
(double
x
, double
a
, double
b
)
This function computes the probability density p(x) at
x
for a Type-1 Gumbel distribution with parameters
a
and
b
, using the formula given above.