RandomGumbel Routine

Summary

Gumbel distribution random generator.

Declaration

Procedure RandomGumbel(mu, beta: TSample; Results: TDenseMtxVec; Seed: Integer = -1);

Description

This routine generates Result.Length pseudo random numbers, using the Gumbel distribution with parameters mu and beta. The random numbers are stored in the Results vector. An exception is raised if Result vector is complex or beta is less or equal to zero.

Example 1

Generate 2000 random numbers by using the Gumbel distribution with parameters mu=1, beta = 0.55.

  Uses MtxExpr, StatRandom;
  procedure Example;
  var Res: Vector;
  begin
    Res.Size(2000);
    RandomGumbel(1.0,0.55, Res);
  end;

  #include "MtxVecCpp.h"
  #include "StatRandom.hpp"
  void __fastcall Example()
  {
    Vector Res;
    Res->Size(2000,false);
    RandomGeometric(1.0,0.55, Res, -1);
  }

  using Dew.Math;
  using Dew.Stats.Units;
  namespace Dew.Examples
  {
     private void Example()
     {
       Vector r = new Vector(2000,false);
       StatRandom.RandomGeometric(1.0, 0.55, r, -1);
     }
  }