翻訳と辞書 Words near each other ・ Gumball Rally (disambiguation) ・ Gumbasia ・ Gumbass ・ Gumbat ・ Gumbax District ・ Gumbay Piang ・ Gumbaynggiric languages ・ Gumbaynggirr ・ Gumbaynggirr State Conservation Area ・ Gumbaz ・ Gumbaz, Srirangapatna ・ Gumbe ・ Gumbe (drum) ・ Gumbehini ・ Gumbel ・ Gumbel distribution ・ Gumbel v. Pitkin ・ Gumberg Library ・ Gumberk ・ Gumbert ・ Gumbetovsky District ・ Gumbihini ・ Gumbinnen (region) ・ Gumbinnen Operation ・ Gumblar ・ Gumbleton ・ Gumbo ・ Gumbo (disambiguation) ・ Gumbo (Jay Rock song) ・ Gumbo (mascot) Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Gumbel distribution ： ウィキペディア英語版 Gumbel distribution \! |mean =$\backslash mu\; +\; \backslash beta\backslash ,\backslash gamma\backslash !$ where $\backslash gamma$ is Euler’s constant |median =$\backslash mu\; -\; \backslash beta\backslash ,\backslash ln(\backslash ln(2))\backslash !$ |mode =$\backslash mu\backslash !$ |variance =$\backslash frac\backslash ,\backslash beta^2\backslash !$ |skewness =$\backslash frac\; \backslash approx\; 1.14\backslash !$ |kurtosis =$\backslash frac$ |entropy =$\backslash ln(\backslash beta)+\backslash gamma+1\backslash !$ |mgf =$\backslash Gamma(1-\backslash beta\backslash ,t)\backslash ,\; e^\backslash !$ |char =$\backslash Gamma(1-i\backslash ,\backslash beta\backslash ,t)\backslash ,\; e^\backslash !$ }} 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. This 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 useful in predicting the chance that an extreme earthquake, flood or other natural disaster will occur. The potential applicability of the Gumbel distribution to represent the distribution of maxima relates to extreme value theory which indicates that it is likely to be useful if the distribution of the underlying sample data is of the normal or exponential type. The Gumbel distribution is a particular case of the generalized extreme value distribution (also known as the Fisher-Tippett distribution). It is also known as the log-Weibull distribution and the ''double exponential distribution'' (a term that is alternatively sometimes used to refer to the Laplace distribution). It is related to the Gompertz distribution: when its density is first reflected about the origin and then restricted to the positive half line, a Gompertz function is obtained. In the latent variable formulation of the multinomial logit model — common in discrete choice theory — the errors of the latent variables follow a Gumbel distribution. This is useful because the difference of two Gumbel-distributed random variables has a logistic distribution. The Gumbel distribution is named after Emil Julius Gumbel (1891–1966), based on his original papers describing the distribution.〔Gumbel E.J. (1941). "The return period of flood flows". The Annals of Mathematical Statistics, 12, 163–190.〕 ==Properties== The cumulative distribution function of the Gumbel distribution is :$F(x;\backslash mu,\backslash beta)\; =\; e^(X)=\backslash mu+\backslash gamma\backslash beta\; ,$ where $\backslash gamma$ = Euler–Mascheroni constant $\backslash approx\; 0.5772.$ The standard deviation is $\backslash beta\; \backslash pi/\backslash sqrt.$ 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Gumbel distribution」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.