Per the GSL manual [ https://www.gnu.org/software/gsl/manual/html_node/The-Type_002d1-Gumbel-Distribution.html] we have
p(x) dx = a b \exp(-(b \exp(-ax) + ax)) dx And Wikipedia has p(x) = 1/beta exp(-(z + exp(-z))) where z = (x - mu)/beta Now substitute a = 1/beta and write z= ax - mu/beta p(x) = a exp(-(ax - mu/beta + exp(-ax + mu/beta)) And so p(x) = a exp(mu/beta) exp(-(ax + exp(-ax) exp(mu/beta)) This matches the GSL definition when you substitute b = exp(mu/beta). tl;dr: a = 1.0/beta; b = exp(mu/beta); On Sat, Mar 3, 2018 at 2:10 PM, Matias Berrueta <[email protected]> wrote: > Hello there, > > Sorry to bother you guys, but I'm trying to use the > * `double gsl_ran_gumbel1(const gsl_rng * r, double a, double b)`* > without success. > > I have the `location` & `scale` parameters ( > https://en.wikipedia.org/wiki/Gumbel_distribution) > how to convert those to `a` & `b` ? > > thanks in advance! > > Matt > -- > Matias Berrueta >
