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Gumbel Distribution Calculator

The Gumbel distribution, named after the Swiss mathematician Emil Julius Gumbel, is a probability distribution used to model the distribution of extreme values from a set of data. It is commonly applied in various fields such as hydrology, meteorology, economics, and engineering to analyze extreme events like floods, droughts, heatwaves, and other natural phenomena.

The Gumbel distribution is often used to represent the maximum (or minimum) of a number of samples drawn from different distributions. This distribution is a member of the generalized extreme value (GEV) family of distributions, which includes the Frechet and Weibull distributions as special cases.

The Gumbel distribution is characterized by its "fat tails," meaning it assigns non-zero probability to extreme events that are farther from the mean compared to a normal distribution. This property makes it particularly suitable for modeling rare but significant events.

Applications of the Gumbel distribution include predicting extreme weather events, analyzing financial risk, assessing the reliability of engineering structures, and estimating the return periods of natural disasters.

Gumbel Distribution

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