Gumbel distribution.
Draw samples from a Gumbel distribution with specified location and scale. For more information on the Gumbel distribution, see Notes and References below.
Parameters :  loc : float
scale : float
size : tuple of ints


Returns :  out : ndarray

See also
scipy.stats.gumbel_l, scipy.stats.gumbel_r
Notes
The Gumbel (or Smallest Extreme Value (SEV) or the Smallest Extreme Value Type I) distribution is one of a class of Generalized Extreme Value (GEV) distributions used in modeling extreme value problems. The Gumbel is a special case of the Extreme Value Type I distribution for maximums from distributions with “exponentiallike” tails.
The probability density for the Gumbel distribution is
where is the mode, a location parameter, and is the scale parameter.
The Gumbel (named for German mathematician Emil Julius Gumbel) was used very early in the hydrology literature, for modeling the occurrence of flood events. It is also used for modeling maximum wind speed and rainfall rates. It is a “fattailed” distribution  the probability of an event in the tail of the distribution is larger than if one used a Gaussian, hence the surprisingly frequent occurrence of 100year floods. Floods were initially modeled as a Gaussian process, which underestimated the frequency of extreme events.
It is one of a class of extreme value distributions, the Generalized Extreme Value (GEV) distributions, which also includes the Weibull and Frechet.
The function has a mean of and a variance of .
References
Gumbel, E. J., Statistics of Extremes, New York: Columbia University Press, 1958.
Reiss, R.D. and Thomas, M., Statistical Analysis of Extreme Values from Insurance, Finance, Hydrology and Other Fields, Basel: Birkhauser Verlag, 2001.
Examples
Draw samples from the distribution:
>>> mu, beta = 0, 0.1 # location and scale
>>> s = np.random.gumbel(mu, beta, 1000)
Display the histogram of the samples, along with the probability density function:
>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s, 30, normed=True)
>>> plt.plot(bins, (1/beta)*np.exp((bins  mu)/beta)
... * np.exp( np.exp( (bins  mu) /beta) ),
... linewidth=2, color='r')
>>> plt.show()
(Source code, png, pdf)
Show how an extreme value distribution can arise from a Gaussian process and compare to a Gaussian:
>>> means = []
>>> maxima = []
>>> for i in range(0,1000) :
... a = np.random.normal(mu, beta, 1000)
... means.append(a.mean())
... maxima.append(a.max())
>>> count, bins, ignored = plt.hist(maxima, 30, normed=True)
>>> beta = np.std(maxima)*np.pi/np.sqrt(6)
>>> mu = np.mean(maxima)  0.57721*beta
>>> plt.plot(bins, (1/beta)*np.exp((bins  mu)/beta)
... * np.exp(np.exp((bins  mu)/beta)),
... linewidth=2, color='r')
>>> plt.plot(bins, 1/(beta * np.sqrt(2 * np.pi))
... * np.exp((bins  mu)**2 / (2 * beta**2)),
... linewidth=2, color='g')
>>> plt.show()