GumbelDistribution

GumbelDistribution[α, β] represents a Gumbel distribution with location parameter α and scale parameter β.

GumbelDistribution[] represents a standard Gumbel distribution with location 0 and scale 1.

Examples

Generate random samples:

RandomVariate[GumbelDistribution[0, 1], 5]

Mean of the distribution:

Mean[GumbelDistribution[0, 1]]
(* EulerGamma *)

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