I need in particular to generate random numbers from a Four parameters Dagum distribution: http://www.mathwave.com/help/easyfit/html/analyses/distributions/dagum.html
And from the Generalized Extreme Value distribution http://www.mathwave.com/help/easyfit/html/analyses/distributions/gen_extreme.html
I can't find the formula/algorithm anywhere. I can't imagine that this is not solved quite often. I find it quite hard to do the inverse CDF of the generalized extreme value distribution... but maybe I'm overthinking it?