We introduce a new five-parameter distribution called the beta exponentiated Gumbel (BEG) distribution that includes the beta Gumbel, exponentiated Gumbel and Gumbel distribution. Expressions for the distribution function, density function and rth moment of the new distribution and order statistics are obtained. We discuss estimation of the parameters by maximum liklelihood ...

The Gumbel trick is a method to sample from a discrete probability distribution, or to estimate its normalizing partition function. The method relies on repeatedly applying a random perturbation to the distribution in a particular way, each time solving for the most likely configuration. We derive an entire family of related methods, of which the Gumbel trick is one member, and show that the ne...

The optimal gapped local alignment score of two random sequences follows a Gumbel distribution. The Gumbel distribution has two parameters, the scale parameter lambda and the pre-factor k. Presently, the basic local alignment search tool (BLAST) programs (BLASTP (BLAST for proteins), PSI-BLAST, etc.) use all time-consuming computer simulations to determine the Gumbel parameters. Because the sim...

We explain how the statistics of global observables in correlated systems can be related to extreme value problems and to Gumbel statistics. This relationship then naturally leads to the emergence of the generalized Gumbel distribution Ga(x), with a real index a, in the study of global fluctuations. To illustrate these findings, we introduce an exactly solvable nonequilibrium model describing a...

Zusammenfassung Emil J. Gumbel ist der Namensgeber jährlichen Gumbel-Vorlesung auf Statistischen Woche. Leider dieser Vorlesung nur noch wenigen Teilnehmern und Vortragenden bekannt. Dieser Artikel möchten diesem Defizit abhelfen. Denn war nicht irgendeiner statistischen Verteilung. Der Aufsatz beschreibt den Lebensweg Gumbels vom Weltkriegsteilnehmer zu einem weithin bekannten Pazifisten, die ...

We describe and discuss the application of Gumbel statistics, which model extreme events, to WMAP 5-year measurements of the cosmic microwave background. We find that temperature extrema of the CMB are well modelled by the Gumbel formalism and describe tests for Gaussianity that the approach can provide. Comparison to simulations reveals Gumbel statistics to have only weak discriminatory power ...

A class of univariate distributions called the exponentiated generalized class was recently proposed in the literature. A four-parameter model within this class named the exponentiated generalized Gumbel distribution is defined. We discuss the shapes of its density function and obtain explicit expressions for the ordinary moments, generating and quantile functions, mean deviations, Bonferroni a...

In this paper, we have illustrated the suitability of Gumbel Model for software reliability data. The model parameters are estimated using likelihood based inferential procedure: classical as well as Bayesian. The quasi NewtonRaphson algorithm is applied to obtain the maximum likelihood estimates and associated probability intervals. The Bayesian estimates of the parameters of Gumbel model are ...

APPENDIX: Lost Relatives of the Gumbel Trick Here we provide proofs for the results stated in the main text, together with additional supporting lemmas required for these proofs. A. Comparison of Gumbel and Exponential tricks In Section 2.3.1 we analyzed the asymptotic efficiency of different estimators of Z by measuring their asymptotic variance. (As all our estimators in the full-rank perturb...

The widely-used hydrological procedures for calculating events with T-year return periods from data that follow a Gumbel distribution assume that the data sequence from which the Gumbel distribution is fitted remains stationary in time. If non-stationarity is suspected, whether as a consequence of changes in land-use practices or climate, it is common practice to test the significance of trend ...