[…] The Gumbel distribution is used to model extreme events, such as the maximum (or minimum) value of a random event, like the level of a river after rains." In SAS, the symbol μ is used for the location parameter and σ is used for the scale parameter. (Wikipedia and other sources use β for the scale parameter.) The PDF of the Gumbel distribution is given by f(x; μ, σ) = exp(-z-exp(-z)) / σ, where z = (x - μ) / σ …