law0026.Gumbel {PoweR} | R Documentation |
The Gumbel Distribution
Description
Random generation for the Gumbel distribution with parameters mu
and sigma
.
This generator is called by function gensample
to create random variables based on its parameters.
Details
If mu
or sigma
are not specified, they assume the default values of 1.
The Gumbel distribution with parameters mu =
\mu
and sigma =
\sigma
has density:
\frac{1}{\sigma}\exp\left\{-\exp\left[-\left(\frac{x-\mu}{\sigma}\right)\right]-\left(\frac{x-\mu}{\sigma}\right)\right\}
Author(s)
P. Lafaye de Micheaux, V. A. Tran
References
Pierre Lafaye de Micheaux, Viet Anh Tran (2016). PoweR: A Reproducible Research Tool to Ease Monte Carlo Power Simulation Studies for Studies for Goodness-of-fit Tests in R. Journal of Statistical Software, 69(3), 1–42. doi:10.18637/jss.v069.i03
See Also
See law0028.GeneralizedExtValue
for the
Generalized Extreme Value distribution. See Distributions
for other standard distributions.
Examples
res <- gensample(26,10000,law.pars=c(9,2))
res$law
res$law.pars
mean(res$sample)
sd(res$sample)