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Subject: Re: How to generate random draw from Frechet?
Date: Sat, 18 Sep 2010 20:51:03 +0000 (UTC)
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ImageAnalyst <imageanalyst@mailinator.com> wrote in message <835ecabd-9ba3-4454-8e00-75933ce026cd@j19g2000vbh.googlegroups.com>...
> orken_m Kuralbayeva:
> this gives you the cdf:
> http://en.wikipedia.org/wiki/Fr%C3%A9chet_distribution
> Once you have that you're home free.  Search the newsgroup for where I
> described it before (for the Rayleigh distrubution I think).
> Basically once you have the cdf, you just invert it and pass in the
> uniform distribution to get samples drawn from (most) any arbitrarily-
> shaped distribution.
Thanks a lot. I did not manage to find your previous comments, but followed your suggestions above and it seems it worked.