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evrnd

Extreme value random numbers

Syntax

R = evrnd(mu,sigma)
R = evrnd(mu,sigma,m,n,...)
R = evrnd(mu,sigma,[m,n,...])

Description

R = evrnd(mu,sigma)di生成随机数的极值stribution with parameters specified by location parametermuand scale parametersigma.muandsigmacan be vectors, matrices, or multidimensional arrays that have the same size, which is also the size of R. A scalar input formuorsigmais expanded to a constant array with the same dimensions as the other input.

R = evrnd(mu,sigma,m,n,...)orR = evrnd(mu,sigma,[m,n,...])generates anm-by-n-by-... array containing random numbers from the extreme value distribution with parametersmuandsigma.muandsigmacan each be scalars or arrays of the same size asR.

The type 1 extreme value distribution is also known as the Gumbel distribution. The version used here is suitable for modeling minima; the mirror image of this distribution can be used to model maxima by negatingR. SeeExtreme Value Distributionfor more details. Ifxhas a Weibull distribution, thenX= log(x) has the type 1 extreme value distribution.

Extended Capabilities

Version History

Introduced before R2006a