GNU Scientific Library – Reference Manual: The Type-1 Gumbel Distribution

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### 20.25 The Type-1 Gumbel Distribution

Function: 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, 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.

Function: double gsl_cdf_gumbel1_P (double x, double a, double b)
Function: double gsl_cdf_gumbel1_Q (double x, double a, double b)
Function: double gsl_cdf_gumbel1_Pinv (double P, double a, double b)
Function: double gsl_cdf_gumbel1_Qinv (double Q, double a, double b)

  These functions compute the cumulative distribution functions P(x), Q(x) and their inverses for the Type-1 Gumbel distribution with parameters a and b.