Aptech Systems, Inc. Worldwide Headquarters
Aptech Systems, Inc.
2350 East Germann Road, Suite #21
Chandler, AZ 85286
Ready to Get Started?
Request Quote & Product Information
Training & Events
Step-by-step, informative lessons for those who want to dive into GAUSS and achieve their goals, fast.
Have a Specific Question?
Q&A: Register and Login
Premier Support and Platinum Premier Support are annually renewable membership programs that provide you with important benefits including technical support, product maintenance, and substantial cost-saving features for your GAUSS System or the GAUSS Engine.
Join our community to see why our users are considered some of the most active and helpful in the industry!
Where to Buy
Recent Tagsapplications character vectors CML CMLMT Constrained Optimization datasets dlibrary dllcall econometrics error error codes error handling errors Excel file i/o floating network GAUSS Engine GAUSS Light graphics GUI hotkeys installation Java API license licensing linux loading data loops matrices matrix manipulation Maxlik MaxLikMT Memory multidimensional array optimization Optmum output panel data PQG graphics procs random numbers strings structures threading writing data
Time Series 2.0 MT
Find out more now
Time Series MT 2.1
Find out more now
Generate Gumbel Distribution Random Variable
Hi there. What would be the easiest way to generate random variables following Gumbel Distribution in Gauss?
And how about truncated Gumbel Distribution?
The easiest way to create Gumbel random numbers would be with the GAUSS function rndGumbel. rndGumbel uses the definition of the Gumbel distribution that corresponds to the minimum extreme. The expected value of the numbers generated by this function is:
E(x) = location - 0.5772*scale
the variance is:
Var(x) = (π2 * scale2)/6;
Thanks for your prompt reply.
What about truncated Gumbel? For example, Gumbel distribution with upper bound?