Science?!

{Saket Choudhary}

Distributions

Gumbel Distribution

Used to model the extreme deviations from the median of distributions. Given the extreme(max/min) samples from an order statistic, models the distribution of these extreme values.

Model

= the location parameter

= the scale parameter

Mean

where , a.k.a Euler’s constant

Variance

Application

[1] Given the data for past 10 years’ highest earthquake on richter scale, model

[2] TODO: The maximum value in a sample of RVs coming from exponential distribution can be modelled using Gumbel distribuion

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