18.25 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.