Question: 3.8 Is the extreme value (Gumbel) distribution, with probability density function f(y;) = 1 exp (y) exp (y) (where >

3.8 Is the extreme value (Gumbel) distribution, with probability density function f(y;θ) = 1

φ

exp

(y−θ)

φ

−exp

(y−θ)

φ



(where φ > 0 is regarded as a nuisance parameter) a member of the exponential family?

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