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单词 Gumbel distribution
释义
Gumbel distribution

Statistics
  • An extreme-value distribution, introduced by Gumbel in 1935, that has probability density function f given by

    Gumbel distribution

    Gumbel distribution. All the distributions illustrated have α=4.

    Gumbel distributionThe distribution has mode α, mean α + γβ (where γ = 0.5772156649… is Euler's constant), and variance ⅙ β2π2.


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