1
$\begingroup$

I need to sample random numbers from Weibull, Gumbel and Generalized extreme value distributions. Of all of these distributions I know mean and variance. My question is: how can I determine these parameters? Is there any analytical way, or approximation (concerning the approximations, I already found this one for Weibull, but it is an approximation valid for wind, that is not my case)? Otherwise, how could I do it via an iterative method?

$\endgroup$
  • $\begingroup$ You can look for the method of moments $\endgroup$ – ocram May 23 '16 at 9:13

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.