The Type-2 Gumbel Distribution
Random:
double
gsl_ran_gumbel2
(const gsl_rng *
r
, double
a
, double
b
)
This function returns a random variate from the Type-2 Gumbel distribution. The Type-2 Gumbel distribution function is,
p(x) dx = a b x^{-a-1} \exp(-b x^{-a}) dx
for 0 < x < \infty.
Function:
double
gsl_ran_gumbel2_pdf
(double
x
, double
a
, double
b
)
This function computes the probability density p(x) at
x
for a Type-2 Gumbel distribution with parameters
a
and
b
, using the formula given above.