1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84
|
<html lang="en">
<head>
<title>The Type-1 Gumbel Distribution - GNU Scientific Library -- Reference Manual</title>
<meta http-equiv="Content-Type" content="text/html">
<meta name="description" content="GNU Scientific Library -- Reference Manual">
<meta name="generator" content="makeinfo 4.8">
<link title="Top" rel="start" href="index.html#Top">
<link rel="up" href="Random-Number-Distributions.html" title="Random Number Distributions">
<link rel="prev" href="The-Weibull-Distribution.html" title="The Weibull Distribution">
<link rel="next" href="The-Type_002d2-Gumbel-Distribution.html" title="The Type-2 Gumbel Distribution">
<link href="http://www.gnu.org/software/texinfo/" rel="generator-home" title="Texinfo Homepage">
<!--
Copyright (C) 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007 The GSL Team.
Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.2 or
any later version published by the Free Software Foundation; with the
Invariant Sections being ``GNU General Public License'' and ``Free Software
Needs Free Documentation'', the Front-Cover text being ``A GNU Manual'',
and with the Back-Cover Text being (a) (see below). A copy of the
license is included in the section entitled ``GNU Free Documentation
License''.
(a) The Back-Cover Text is: ``You have freedom to copy and modify this
GNU Manual, like GNU software.''-->
<meta http-equiv="Content-Style-Type" content="text/css">
<style type="text/css"><!--
pre.display { font-family:inherit }
pre.format { font-family:inherit }
pre.smalldisplay { font-family:inherit; font-size:smaller }
pre.smallformat { font-family:inherit; font-size:smaller }
pre.smallexample { font-size:smaller }
pre.smalllisp { font-size:smaller }
span.sc { font-variant:small-caps }
span.roman { font-family:serif; font-weight:normal; }
span.sansserif { font-family:sans-serif; font-weight:normal; }
--></style>
</head>
<body>
<div class="node">
<p>
<a name="The-Type-1-Gumbel-Distribution"></a>
<a name="The-Type_002d1-Gumbel-Distribution"></a>
Next: <a rel="next" accesskey="n" href="The-Type_002d2-Gumbel-Distribution.html">The Type-2 Gumbel Distribution</a>,
Previous: <a rel="previous" accesskey="p" href="The-Weibull-Distribution.html">The Weibull Distribution</a>,
Up: <a rel="up" accesskey="u" href="Random-Number-Distributions.html">Random Number Distributions</a>
<hr>
</div>
<h3 class="section">19.25 The Type-1 Gumbel Distribution</h3>
<div class="defun">
— Function: double <b>gsl_ran_gumbel1</b> (<var>const gsl_rng * r, double a, double b</var>)<var><a name="index-gsl_005fran_005fgumbel1-1736"></a></var><br>
<blockquote><p><a name="index-Gumbel-distribution-_0028Type-1_0029-1737"></a><a name="index-Type-1-Gumbel-distribution_002c-random-variates-1738"></a>This function returns a random variate from the Type-1 Gumbel
distribution. The Type-1 Gumbel distribution function is,
<pre class="example"> p(x) dx = a b \exp(-(b \exp(-ax) + ax)) dx
</pre>
<p class="noindent">for -\infty < x < \infty.
</p></blockquote></div>
<div class="defun">
— Function: double <b>gsl_ran_gumbel1_pdf</b> (<var>double x, double a, double b</var>)<var><a name="index-gsl_005fran_005fgumbel1_005fpdf-1739"></a></var><br>
<blockquote><p>This function computes the probability density p(x) at <var>x</var>
for a Type-1 Gumbel distribution with parameters <var>a</var> and <var>b</var>,
using the formula given above.
</p></blockquote></div>
<pre class="sp">
</pre>
<div class="defun">
— Function: double <b>gsl_cdf_gumbel1_P</b> (<var>double x, double a, double b</var>)<var><a name="index-gsl_005fcdf_005fgumbel1_005fP-1740"></a></var><br>
— Function: double <b>gsl_cdf_gumbel1_Q</b> (<var>double x, double a, double b</var>)<var><a name="index-gsl_005fcdf_005fgumbel1_005fQ-1741"></a></var><br>
— Function: double <b>gsl_cdf_gumbel1_Pinv</b> (<var>double P, double a, double b</var>)<var><a name="index-gsl_005fcdf_005fgumbel1_005fPinv-1742"></a></var><br>
— Function: double <b>gsl_cdf_gumbel1_Qinv</b> (<var>double Q, double a, double b</var>)<var><a name="index-gsl_005fcdf_005fgumbel1_005fQinv-1743"></a></var><br>
<blockquote><p>These functions compute the cumulative distribution functions
P(x), Q(x) and their inverses for the Type-1 Gumbel
distribution with parameters <var>a</var> and <var>b</var>.
</p></blockquote></div>
<hr>The GNU Scientific Library - a free numerical library licensed under the GNU GPL<br>Back to the <a href="/software/gsl/">GNU Scientific Library Homepage</a></body></html>
|