How this calculation works
Find a quantile of the Gumbel model for maxima.
THE FORMULA
Q(p)=μ−β ln(−ln(p))A worked example
When p=1/e, the logarithmic adjustment is zero and the quantile equals the location.
Good to know
Use the maximum form of the distribution and a probability strictly between zero and one.
Reference: OpenStax Introductory Statistics (opens in a new tab) ↗
Read the result
Find a quantile of the Gumbel model for maxima.
The primary result is labeled “Quantile”. Keep the input definitions in view when comparing this result with another method.
Try a related calculation
Use the maximum form of the distribution and a probability strictly between zero and one.
For a related exercise, try the statistics calculator.
A few questions, answered
How can I check the default inputs by hand?
When p=1/e, the logarithmic adjustment is zero and the quantile equals the location.
Which rule does this calculator apply?
Q(p)=μ−β ln(−ln(p))