From 4eb7adfa83db4fa7ea25e29dd98d981bacf0bd0c Mon Sep 17 00:00:00 2001
From: helios1014 <109540069+helios1014@users.noreply.github.com>
Date: Mon, 23 Jan 2023 18:44:09 -0500
Subject: [PATCH] The Gumbel Distribution is incorrectly described

The version currently in PYTensor is the Gumbel Right Skew which gives the extreme maximum. Anyone using this to find the extreme minimum--in survival analysis for example, is using the wrong distribution. A sign change on the x and y inputs is an effective solution if the user is notified before hand.
---
 pymc/distributions/continuous.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/pymc/distributions/continuous.py b/pymc/distributions/continuous.py
index 5962329e1c..7e07a60014 100644
--- a/pymc/distributions/continuous.py
+++ b/pymc/distributions/continuous.py
@@ -2985,7 +2985,9 @@ def triangular_default_transform(op, rv):
 
 class Gumbel(Continuous):
     r"""
-    Univariate Gumbel log-likelihood.
+    Univariate Gumbel right Skew log-likelihood. This parameterization will provide the extrem maximum value. 
+    Those looking to find the extrem minimum provided by the left skew Gumbel should 
+    invert the sign to all X and Y values (positive to negative and negative to positive).
 
     The pdf of this distribution is