Distribution Fitting Software & Articles

# Gumbel (Extreme Value Type I) Distribution

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

### Parameters

- scale parameter ()
- location parameter

where

## 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.

## 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
Description
`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