@stdlib/stats/base/dists/gumbel/ctor/README.md

Standard library statistical functions.

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# Gumbel

> Gumbel distribution constructor.

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## Usage

```javascript
var Gumbel = require( '@stdlib/stats/base/dists/gumbel/ctor' );
```

#### Gumbel( \[mu, beta] )

Returns a [Gumbel][gumbel-distribution] distribution object.

```javascript
var gumbel = new Gumbel();

var mean = gumbel.mean;
// returns ~0.577
```

By default, `mu = 0.0` and `beta = 1.0`. To create a distribution having a different `mu` (location parameter) and `beta` (scale parameter), provide the corresponding arguments.

```javascript
var gumbel = new Gumbel( 2.0, 4.0 );

var mean = gumbel.mean;
// returns ~4.309
```

* * *

## gumbel

A [Gumbel][gumbel-distribution] distribution object has the following properties and methods...

### Writable Properties

#### gumbel.mu

Location parameter of the distribution.

```javascript
var gumbel = new Gumbel();

var mu = gumbel.mu;
// returns 0.0

gumbel.mu = 3.0;

mu = gumbel.mu;
// returns 3.0
```

#### gumbel.beta

Scale parameter of the distribution. `beta` **must** be a positive number.

```javascript
var gumbel = new Gumbel( 2.0, 4.0 );

var beta = gumbel.beta;
// returns 4.0

gumbel.beta = 3.0;

beta = gumbel.beta;
// returns 3.0
```

* * *

### Computed Properties

#### Gumbel.prototype.entropy

Returns the [differential entropy][entropy].

```javascript
var gumbel = new Gumbel( 4.0, 12.0 );

var entropy = gumbel.entropy;
// returns ~4.062
```

#### Gumbel.prototype.kurtosis

Returns the [excess kurtosis][kurtosis].

```javascript
var gumbel = new Gumbel( 4.0, 12.0 );

var kurtosis = gumbel.kurtosis;
// returns 2.4
```

#### Gumbel.prototype.mean

Returns the [expected value][expected-value].

```javascript
var gumbel = new Gumbel( 4.0, 12.0 );

var mu = gumbel.mean;
// returns ~10.927
```

#### Gumbel.prototype.median

Returns the [median][median].

```javascript
var gumbel = new Gumbel( 4.0, 12.0 );

var median = gumbel.median;
// returns ~8.398
```

#### Gumbel.prototype.mode

Returns the [mode][mode].

```javascript
var gumbel = new Gumbel( 4.0, 12.0 );

var mode = gumbel.mode;
// returns 4.0
```

#### Gumbel.prototype.skewness

Returns the [skewness][skewness].

```javascript
var gumbel = new Gumbel( 4.0, 12.0 );

var skewness = gumbel.skewness;
// returns ~1.14
```

#### Gumbel.prototype.stdev

Returns the [standard deviation][standard-deviation].

```javascript
var gumbel = new Gumbel( 4.0, 12.0 );

var s = gumbel.stdev;
// returns ~15.391
```

#### Gumbel.prototype.variance

Returns the [variance][variance].

```javascript
var gumbel = new Gumbel( 4.0, 12.0 );

var s2 = gumbel.variance;
// returns ~236.871
```

* * *

### Methods

#### Gumbel.prototype.cdf( x )

Evaluates the [cumulative distribution function][cdf] (CDF).

```javascript
var gumbel = new Gumbel( 2.0, 4.0 );

var y = gumbel.cdf( 0.5 );
// returns ~0.233
```

#### Gumbel.prototype.logcdf( x )

Evaluates the natural logarithm of the [cumulative distribution function][cdf] (CDF).

```javascript
var gumbel = new Gumbel( 2.0, 4.0 );

var y = gumbel.logcdf( 2.0 );
// returns -1.0
```

#### Gumbel.prototype.logpdf( x )

Evaluates the natural logarithm of the [probability density function][pdf] (PDF).

```javascript
var gumbel = new Gumbel( 2.0, 4.0 );

var y = gumbel.logpdf( 0.8 );
// returns ~-2.436
```

#### Gumbel.prototype.mgf( t )

Evaluates the [moment-generating function][mgf] (MGF).

```javascript
var gumbel = new Gumbel( 2.0, 4.0 );

var y = gumbel.mgf( 0.1 );
// returns ~1.819
```

#### Gumbel.prototype.pdf( x )

Evaluates the [probability density function][pdf] (PDF).

```javascript
var gumbel = new Gumbel( 2.0, 4.0 );

var y = gumbel.pdf( 2.0 );
// returns ~0.092
```

#### Gumbel.prototype.quantile( p )

Evaluates the [quantile function][quantile-function] at probability `p`.

```javascript
var gumbel = new Gumbel( 2.0, 4.0 );

var y = gumbel.quantile( 0.5 );
// returns ~3.466

y = gumbel.quantile( 1.9 );
// returns NaN
```

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* * *

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## Examples

<!-- eslint no-undef: "error" -->

```javascript
var Gumbel = require( '@stdlib/stats/base/dists/gumbel/ctor' );

var gumbel = new Gumbel( 2.0, 4.0 );

var mean = gumbel.mean;
// returns ~4.309

var median = gumbel.median;
// returns ~3.466

var s2 = gumbel.variance;
// returns ~26.319

var y = gumbel.cdf( 0.8 );
// returns ~0.259
```

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[gumbel-distribution]: https://en.wikipedia.org/wiki/Gumbel_distribution

[cdf]: https://en.wikipedia.org/wiki/Cumulative_distribution_function

[mgf]: https://en.wikipedia.org/wiki/Moment-generating_function

[pdf]: https://en.wikipedia.org/wiki/Probability_density_function

[quantile-function]: https://en.wikipedia.org/wiki/Quantile_function

[entropy]: https://en.wikipedia.org/wiki/Entropy_%28information_theory%29

[expected-value]: https://en.wikipedia.org/wiki/Expected_value

[kurtosis]: https://en.wikipedia.org/wiki/Kurtosis

[median]: https://en.wikipedia.org/wiki/Median

[mode]: https://en.wikipedia.org/wiki/Mode_%28statistics%29

[skewness]: https://en.wikipedia.org/wiki/Skewness

[standard-deviation]: https://en.wikipedia.org/wiki/Standard_deviation

[variance]: https://en.wikipedia.org/wiki/Variance

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