Gumbel's Maximum Extreme Value Random Variate



Gumbel's Maximum Extreme Value Random Variate

The probability density function, f(x), for a random variable distributed according to Gumbel's maximum extreme value is
f(x) =
e -x e - e -x for - ∞ < x < ∞

Function List

  • double Gumbels_Maximum_Random_Variate( void )

    This function returns X where X is a random variate with the density given above.

Source Code

C source code is available for this routine: