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Generation of Random Variates

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Generation of Random Variates



generates random variates from over 870 univariate distributions

frechet_min_pdf(x, gam, bet, mu)
% frechet_min_pdf.m - evaluates an Extreme Value 2 (Frechet) Probability Density, min order.
%   See "Dataplot Reference Manual, EV2CDF", 8-29, NIST, 3/20/1997.
%  Created by Jim Huntley,  12/11/03

function [pdf] = frechet_min_pdf(x, gam, bet, mu)

pdf = gam * ((-x+mu)/bet)^(-gam-1) * exp(-((-x+mu)/bet)^(-gam)) / bet;


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