18.24 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.