ExtremeValue

Base class: Distribution

Gumbel Type-I distribution modelling the maximum of a finite sample with location a (with default value 0.0) and scale b (with default value 1.0).

The probability density function is given by,

$$f(x | a,b) = \frac{1}{b} \exp\left(\frac{ax}{b} - \exp\left(\frac{ax}{b}\right)\right).$$

Constructors

ExtremeValue(const ExtremeValue distribution) -> ExtremeValue

Copy constructor for ExtremeValue distribution.

Parameters

• distribution: ExtremeValue distribution to be copied

Symbols

Name	Description
=	Copy assignment operator for ExtremeValue distribution.

Members

Name	Description
a	Location
b	Scale
max	Returns the maximum possible value from the distribution
min	Returns the minimum possible value from the distribution
sample	Sample from distribution.