[Bug-gsl] Bug in Gumbel Distribution

[Mojtaba Mahsuli]

Dear Sir/Madam,
 
In the function that evaluates the CDF of the Gumbel Distribution, namely 
"gsl_cdf_gumbel1_P" and "gsl_cdf_gumbel1_Q", if the variable "a" has a small 
value (due to a large standard deviation) and variable b has a large value, the 
returned CDF is Zero for all X. This is because in the implementation, first, 
exp(-b)  and exp(-ax) are evaluated and then, using "pow" function, the CDF is 
evaluated. If instead, first, A = -b * exp(-ax) is evaluated and then, exp(A) 
is calculated, the problem will be solved.

Best regards,
Mojtaba Mahsuli