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Gumbel distribution
probability distribution / From Wikipedia, the free encyclopedia
The Gumbel distribution is a probability distribution of extreme values.
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In probability theory and statistics, the Gumbel distribution is used to model the distribution of the maximum (or the minimum) of a number of samples of various distributions.[1]
Such a distribution might be used to represent the distribution of the maximum level of a river in a particular year if there was a list of maximum values for the past ten years. It is also useful in predicting the chance that an extreme earthquake, flood or other natural disaster will occur.