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Nov 26, 2014 at 17:03 vote accept fabee
Nov 26, 2014 at 16:57 history edited Xi'an CC BY-SA 3.0
added the remark that the Gumbel transform exists but is not relevant in fine, because it occurs once the rv is centred.
Nov 25, 2014 at 16:25 comment added fabee I think Grumble distribution would be an awesome name. :)
Nov 25, 2014 at 16:11 comment added Xi'an Right! So this is an imaginary Gumble! (grumble, grumble)
Nov 25, 2014 at 16:09 history edited Xi'an CC BY-SA 3.0
missed the - when concluding about the Gumbel! Maybe this answer should then be deleted.
Nov 25, 2014 at 16:00 comment added fabee Thanks for the answer Xi'an, but if it were a Gumbel distribution, shouldn't there be a "-" in front of the second exp, i.e. $\exp(-\exp(-x)-x)$.
Nov 25, 2014 at 14:02 history edited Xi'an CC BY-SA 3.0
added the last note
Nov 25, 2014 at 13:34 history answered Xi'an CC BY-SA 3.0