An extreme_value_distribution random number distribution produces random numbers x distributed according to the probability density function274
p(x|a,b)=1b⋅exp(a−xb−exp(a−xb)).
template<class RealType = double>
  class extreme_value_distribution {
  public:
    // types
    using result_type = RealType;
    using param_type  = unspecified;
    // constructor and reset functions
    explicit extreme_value_distribution(RealType a = 0.0, RealType b = 1.0);
    explicit extreme_value_distribution(const param_type& parm);
    void reset();
    // generating functions
    template<class URBG>
      result_type operator()(URBG& g);
    template<class URBG>
      result_type operator()(URBG& g, const param_type& parm);
    // property functions
    RealType a() const;
    RealType b() const;
    param_type param() const;
    void param(const param_type& parm);
    result_type min() const;
    result_type max() const;
  };explicit extreme_value_distribution(RealType a = 0.0, RealType b = 1.0);
Effects: Constructs an extreme_value_distribution object; a and b correspond to the respective parameters of the distribution.
RealType a() const;
RealType b() const;
The distribution corresponding to this probability density function is also known (with a possible change of variable) as the Gumbel Type I, the log-Weibull, or the Fisher-Tippett Type I distribution.