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Thread Subject:
How to generate random draw from Frechet?

Subject: How to generate random draw from Frechet?

From: orken_m Kuralbayeva

Date: 18 Sep, 2010 15:57:03

Message: 1 of 4

Hi,

I'd like to generate random samples from Frechet distribution. If there are similar codes written to generate random numbers from other distributions, pls let me know. But it seems Weibull and Frechet are closely related, so how can I use wblrnd function and how?

Many thanks

Subject: How to generate random draw from Frechet?

From: ImageAnalyst

Date: 18 Sep, 2010 16:06:44

Message: 2 of 4

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.

Subject: How to generate random draw from Frechet?

From: Roger Stafford

Date: 18 Sep, 2010 17:49:04

Message: 3 of 4

"orken_m Kuralbayeva" <kaken99@yahoo.com> wrote in message <i72ngf$cdj$1@fred.mathworks.com>...
> Hi,
>
> I'd like to generate random samples from Frechet distribution. If there are similar codes written to generate random numbers from other distributions, pls let me know. But it seems Weibull and Frechet are closely related, so how can I use wblrnd function and how?
>
> Many thanks
- - - - - - - - -
  Take a look at gevrnd in the statistics toolbox which is a random number generator for the generalized extreme value distribution. The documentation states "When k>0, the GEV distribution is the type II, or Frechet extreme value distribution."

Roger Stafford

Subject: How to generate random draw from Frechet?

From: orken_m Kuralbayeva

Date: 18 Sep, 2010 20:51:03

Message: 4 of 4

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.

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