time-to-botec/squiggle/node_modules/@stdlib/stats/base/dists/gumbel

Gumbel

Gumbel distribution.

Usage

var gumbel = require( '@stdlib/stats/base/dists/gumbel' );

gumbel

Gumbel distribution.

var dist = gumbel;
// returns {...}

The namespace contains the following distribution functions:

• cdf( x, mu, beta ): Gumbel distribution cumulative distribution function.
• logcdf( x, mu, beta ): Gumbel distribution logarithm of cumulative distribution function.
• logpdf( x, mu, beta ): Gumbel distribution logarithm of probability density function (PDF).
• mgf( t, mu, beta ): Gumbel distribution moment-generating function (MGF).
• pdf( x, mu, beta ): Gumbel distribution probability density function (PDF).
• quantile( p, mu, beta ): Gumbel distribution quantile function.

The namespace contains the following functions for calculating distribution properties:

• entropy( mu, beta ): Gumbel distribution differential entropy.
• kurtosis( mu, beta ): Gumbel distribution excess kurtosis.
• mean( mu, beta ): Gumbel distribution expected value.
• median( mu, beta ): Gumbel distribution median.
• mode( mu, beta ): Gumbel distribution mode.
• skewness( mu, beta ): Gumbel distribution skewness.
• stdev( mu, beta ): Gumbel distribution standard deviation.
• variance( mu, beta ): Gumbel distribution variance.

The namespace contains a constructor function for creating a Gumbel distribution object.

• Gumbel( [mu, beta] ): Gumbel distribution constructor.

var Gumbel = require( '@stdlib/stats/base/dists/gumbel' ).Gumbel;

var dist = new Gumbel( 2.0, 4.0 );

var y = dist.pdf( 2.0 );
// returns ~0.092

Examples

var objectKeys = require( '@stdlib/utils/keys' );
var gumbel = require( '@stdlib/stats/base/dists/gumbel' );

console.log( objectKeys( gumbel ) );