An extreme_value_distribution random number distribution produces random numbers x distributed according to the probability density function274
p(x|a,b)=1b⋅exp(a−xb−exp(a−xb)).
template<class RealType = double> class extreme_value_distribution { public: // types using result_type = RealType; using param_type = unspecified; // constructor and reset functions explicit extreme_value_distribution(RealType a = 0.0, RealType b = 1.0); explicit extreme_value_distribution(const param_type& parm); void reset(); // generating functions template<class URBG> result_type operator()(URBG& g); template<class URBG> result_type operator()(URBG& g, const param_type& parm); // property functions RealType a() const; RealType b() const; param_type param() const; void param(const param_type& parm); result_type min() const; result_type max() const; };
explicit extreme_value_distribution(RealType a = 0.0, RealType b = 1.0);
Effects: Constructs an extreme_value_distribution object; a and b correspond to the respective parameters of the distribution.
RealType a() const;
RealType b() const;
The distribution corresponding to this probability density function is also known (with a possible change of variable) as the Gumbel Type I, the log-Weibull, or the Fisher-Tippett Type I distribution.