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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?

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  • $\begingroup$ You can look for the method of moments $\endgroup$
    – ocram
    Commented May 23, 2016 at 9:13

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