vendredi 20 mai 2016

Matlab sampling random numbers from the Gumbel and from GEV distributions

I need to sample data from two distributions. One of the distribution is defined as Generalized Extreme Value distribution with mean 2.25 and variance 3.90, the other one is from a Gumbel distribution, with mean 6.36 and variance 0.77. Looking in Matlab, it seems like there is no way to sample them separately, since the only function that exist in Matlab is evrnd(location, scale), that samples from an extreme value distribution. My question is: is there a way to sample distinctively from the Gumbel and from the Generalized Extreme Value distribution? If yes, how?




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