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    f (x) =α exp (-α (x-u) ) exp (-exp (-α (x-u) ) ) F (x) =exp (-exp (-α (x-u) ) )

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    Samuel Kwan
    The document describes the Gumbel distribution. It provides the probability density function f(x) and cumulative distribution function F(x). It includes examples of the Gumbel distribution with different parameters and illustrates how x values correspond to F(x) for given parameters. It also shows how to calculate x values from the cumulative probability using the inverse relationship.

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    f (x) =α exp (-α (x-u) ) exp (-exp (-α (x-u) ) ) F (x) =exp (-exp (-α (x-u) ) )

    Uploaded by

    Samuel Kwan
    27 views8 pages
    The document describes the Gumbel distribution. It provides the probability density function f(x) and cumulative distribution function F(x). It includes examples of the Gumbel distribution with different parameters and illustrates how x values correspond to F(x) for given parameters. It also shows how to calculate x values from the cumulative probability using the inverse relationship.

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    Gumbel+Distribution

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    The document describes the Gumbel distribution. It provides the probability density function f(x) and cumulative distribution function F(x). It includes examples of the Gumbel distribution with different parameters and illustrates how x values correspond to F(x) for given parameters. It also shows how to calculate x values from the cumulative probability using the inverse relationship.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xls, pdf, or txt
    27 views8 pages

    f (x) =α exp (-α (x-u) ) exp (-exp (-α (x-u) ) ) F (x) =exp (-exp (-α (x-u) ) )

    Uploaded by

    Samuel Kwan
    The document describes the Gumbel distribution. It provides the probability density function f(x) and cumulative distribution function F(x). It includes examples of the Gumbel distribution with different parameters and illustrates how x values correspond to F(x) for given parameters. It also shows how to calculate x values from the cumulative probability using the inverse relationship.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xls, pdf, or txt
    of 8

    Gumbel Distribution

    f(x)=α exp[-α(x-u)] exp[-exp[-α(x-u)]] 1.00


    F(x)=exp[-exp[-α(x-u)]]
    0.80
    Xbar= 2.00

    f(x)
    s2= 0.50
    0.60
    g= 1.14
    u= 1.68
    α= 1.81 0.40

    x f(x) F(x) 0.20


    0.00 0.0000 0.0000
    0.20 0.0000 0.0000 0.00
    0.40 0.0007 0.0000

    0.00

    1.00

    3.00

    4.00

    5.00
    2.00
    0.60 0.0105 0.0008 x
    0.80 0.0636 0.0071
    1.00 0.1995 0.0319
    1.20 0.3958 0.0911
    1.40 0.5709 0.1888 1.00
    1.60 0.6596 0.3135
    1.80 0.6531 0.4462
    0.80
    2.00 0.5808 0.5704
    2.20 0.4794 0.6766
    F(x)

    2.40 0.3756 0.7620 0.60


    2.60 0.2839 0.8277
    2.80 0.2092 0.8767 0.40
    3.00 0.1515 0.9125
    3.20 0.1084 0.9383
    0.20
    3.40 0.0769 0.9567
    3.60 0.0542 0.9696
    3.80 0.0381 0.9788 0.00
    1.00

    2.00

    3.00

    4.00

    5.00
    0.00

    4.00 0.0267 0.9852


    4.20 0.0186 0.9897 x
    4.40 0.0130 0.9928
    4.60 0.0091 0.9950
    4.80 0.0063 0.9965
    5.00 0.0044 0.9976
    5.20 0.0031 0.9983
    5.40 0.0021 0.9988
    5.60 0.0015 0.9992
    5.80 0.0010 0.9994
    6.00 0.0007 0.9996
    6.20 0.0005 0.9997
    6.40 0.0003 0.9998
    6.60 0.0002 0.9999
    6.80 0.0002 0.9999
    7.00 0.0001 0.9999
    7.20 0.0001 1.0000
    7.40 0.0001 1.0000
    7.60 0.0000 1.0000
    7.80 0.0000 1.0000
    8.00 0.0000 1.0000
    8.20 0.0000 1.0000
    8.40 0.0000 1.0000
    3.00 3.00

    x
    4.00 4.00

    5.00 5.00

    6.00 6.00

    7.00 7.00

    8.00 8.00
    Gumbel Distribution
    f(x)=α exp[-α(x-u)] exp[-exp[-α(x-u)]] 1.00
    F(x)=exp[-exp[-α(x-u)]]

    Xbar= 3.00 3.00 3.00 3.00


    s2= 1.50 1.00 0.50 0.30
    u= 2.45 2.55 2.68 2.75 0.80
    α= 1.05 1.28 1.81 2.34

    x f(x) f(x) f(x) f(x)


    0.00 0.0000 0.0000 0.0000 0.0000 0.60

    f(x)
    0.20 0.0003 0.0000 0.0000 0.0000
    0.40 0.0017 0.0000 0.0000 0.0000
    0.60 0.0071 0.0001 0.0000 0.0000
    0.80 0.0213 0.0010 0.0000 0.0000
    1.00 0.0500 0.0063 0.0000 0.0000 0.40
    1.20 0.0960 0.0255 0.0000 0.0000
    1.40 0.1565 0.0709 0.0007 0.0000
    1.60 0.2237 0.1474 0.0105 0.0000
    1.80 0.2873 0.2452 0.0636 0.0019
    2.00 0.3383 0.3429 0.1995 0.0399 0.20
    2.20 0.3712 0.4194 0.3958 0.2214
    2.40 0.3847 0.4626 0.5709 0.5436
    2.60 0.3807 0.4709 0.6596 0.8007
    2.80 0.3628 0.4504 0.6531 0.8565
    3.00 0.3353 0.4107 0.5808 0.7499 0.00
    3.20 0.3024 0.3608 0.4794 0.5791
    1.00

    2.00
    0.00

    3.00

    4.00
    3.40 0.2673 0.3080 0.3756 0.4135 x
    3.60 0.2325 0.2572 0.2839 0.2811
    3.80 0.1995 0.2111 0.2092 0.1853
    4.00 0.1694 0.1709 0.1515 0.1198
    4.20 0.1426 0.1370 0.1084 0.0765
    4.40 0.1192 0.1089 0.0769 0.0485
    4.60 0.0991 0.0861 0.0542 0.0306
    4.80 0.0820 0.0677 0.0381 0.0193
    5.00 0.0676 0.0530 0.0267 0.0121
    5.20 0.0555 0.0414 0.0186 0.0076
    5.40 0.0455 0.0323 0.0130 0.0048
    5.60 0.0372 0.0251 0.0091 0.0030
    5.80 0.0304 0.0195 0.0063 0.0019
    6.00 0.0248 0.0152 0.0044 0.0012
    6.20 0.0202 0.0118 0.0031 0.0007
    6.40 0.0165 0.0091 0.0021 0.0005
    6.60 0.0134 0.0071 0.0015 0.0003
    6.80 0.0109 0.0055 0.0010 0.0002
    7.00 0.0088 0.0042 0.0007 0.0001
    7.20 0.0072 0.0033 0.0005 0.0001
    7.40 0.0058 0.0025 0.0003 0.0000
    7.60 0.0047 0.0020 0.0002 0.0000
    7.80 0.0038 0.0015 0.0002 0.0000
    8.00 0.0031 0.0012 0.0001 0.0000
    8.20 0.0025 0.0009 0.0001 0.0000
    8.40 0.0021 0.0007 0.0001 0.0000
    2.00

    3.00

    x
    4.00

    5.00

    6.00

    7.00

    8.00
    Gumbel Distribution
    f(x)=α exp[-α(x-u)] exp[-exp[-α(x-u)]]
    F(x)=exp[-exp[-α(x-u)]] 6.00

    x = u + [-ln (-ln F(x) )] /α 5.00

    Xbar= 2
    4.00
    S2= 0.5
    u= 1.681755

    x
    α= 1.813729 3.00

    T 1-F(x) F(x) ln(- lnF(x)) x


    2.00
    1.005 0.9950 0.0050 -1.67 0.76
    1.05 0.9524 0.0476 -1.11 1.07
    1.25 0.8000 0.2000 -0.48 1.42 1.00
    2 0.5000 0.5000 0.37 1.88
    5 0.2000 0.8000 1.50 2.51
    0.00
    10 0.1000 0.9000 2.25 2.92

    -2.00

    -1.00

    0.00

    1.00

    2.00

    3.00

    4.00

    5.00
    20 0.0500 0.9500 2.97 3.32
    50 0.0200 0.9800 3.90 3.83 -ln -ln(F(x))
    100 0.0100 0.9900 4.60 4.22
    200 0.0050 0.9950 5.30 4.60
    500 0.0020 0.9980 6.21 5.11
    1.00

    2.00

    3.00

    -ln -ln(F(x))
    4.00

    5.00

    6.00

    7.00

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