Gumbel auxiliary function (source code)

= Gumbel auxiliary function
{c}
{title2=$a(t)$}

A positive <Gumbel auxiliary function> makes $\overline F(t+a(t)x)/\overline F(t)\to e^{-x}$ as $t$ approaches the <right endpoint of a distribution>, for every real $x$. Under the <Von Mises conditions for extreme values>, the reciprocal <hazard function> is a valid choice.