pdf

open override fun pdf(x: Double): Double(source)

Returns the probability density at x for this Gumbel distribution.

The density is computed using the standardized variable z = (x - mu) / beta as exp(-(z + exp(-z))) / beta. The left tail decays doubly-exponentially (much faster than the right tail), so density values near the left extreme may underflow to zero.

Return

the probability density at x. Always non-negative.

Parameters

x

the point at which to evaluate the density.