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Generation of Random Variates

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Generation of Random Variates


James Huntley


generates random variates from over 870 univariate distributions

gummax_cdf(x, bet, mu)
% gummax_cdf.m - evaluates a Cumulative of the (Gumbel) Maximum Order Extreme Value I distribution Distribution.
%   See "Dataplot Reference Manual, EV1CDF", 8-63, NIST, 3/20/97.
%  Created by Jim Huntley,  11/18/03

function [cdf] = gummax_cdf(x, bet, mu)

cdf = exp(-exp(-(x-mu)/bet));


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