law0027.Frechet {PoweR} | R Documentation |
The Frechet Distribution
Description
Random generation for the Frechet distribution with parameters mu
, sigma
and alpha
.
This generator is called by function gensample
to create random variables based on its parameters.
Details
If mu
, sigma
and alpha
are not specified they assume the default values of 0, 1 and 1, respectively.
The Frechet distribution with parameters mu =
\mu
, sigma =
\sigma
and alpha =
\alpha
has density:
frac{\alpha}{\sigma}\left(\frac{x-\mu}{\sigma}\right)_{+}^{-\alpha-1}\exp\left\{-\left(\frac{x-\mu}{\sigma}\right)^{-\alpha}\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 Distributions
for other standard distributions.
Examples
res <- gensample(27,10000,law.pars=c(8,6,2))
res$law
res$law.pars
mean(res$sample)
sd(res$sample)