Distribution Fitting Software & Articles

Gumbel (Extreme Value Type I) Distribution

EasyFit: select the best fitting distribution and use it to make better decisions. learn more
EasyFit Screenshot - Click To Enlarge
Download Free Trial

The Gumbel distribution is one of the probability distributions used to model extreme events (see extreme value distributions for details).


- scale parameter ()
- location parameter


Probability Density Function (PDF)

Gumbel distribution PDF


Gumbel (Extreme Value Type I) Distribution Fitting

EasyFit allows to automatically or manually fit the Gumbel (Extreme Value Type I) distribution and 55 additional distributions to your data, compare the results, and select the best fitting model using the goodness of fit tests and interactive graphs. Watch the short video about EasyFit and get your free trial.

The video content presented here requires a more recent version of the Adobe Flash Player. If you are you using a browser with JavaScript disabled please enable it now. Otherwise, please update your version of the free Flash Player by downloading here.

Gumbel (Extreme Value Type I) Distribution Graphs and Properties

EasyFit displays all graphs and properties of the Gumbel (Extreme Value Type I) distribution, presenting the results in an easy to read & understand manner. EasyFit calculates statistical moments (mean, variance etc.), quantiles, tail probabilities depending on the distribution parameters you specify.

Random Numbers from the Gumbel (Extreme Value Type I) Distribution

You can easily generate random numbers from the Gumbel (Extreme Value Type I) distribution in a variety of ways:

  • directly from EasyFit
  • in Excel sheets using the worksheet functions provided by EasyFitXL
  • in your VBA applications using the EasyFitXL library

Excel Worksheet and VBA Functions

EasyFitXL enables you to use the following functions in your Excel sheets and VBA applications:

Function Name
GumbelMaxPdf Probability Density Function
GumbelMaxCdf Cumulative Distribution Function
GumbelMaxHaz Hazard Function
GumbelMaxInv Inverse CDF (Quantile Function)
GumbelMaxRand Random Numbers
GumbelMaxMean Mean
GumbelMaxVar Variance
GumbelMaxStdev Standard Deviation

Learn more: EasyFit Help on the Gumbel (Extreme Value Type I) distribution