The Gumbel distribution is a probability distribution of extreme values.

In probability theory and statistics, the Gumbel distribution is used to model the distribution of the maximum (or the minimum) of a number of samples of various distributions.

Such a distribution might be used to represent the distribution of the maximum level of a river in a particular year if there was a list of maximum values for the past ten years. It is also useful in predicting the chance that an extreme earthquake, flood or other natural disaster will occur.