IMSL C# Numerical Library

Random.NextExtremeValue Method 

Generate a pseudorandom number from an extreme value distribution.

public virtual double NextExtremeValue(
   double mu,
   double beta
);

Parameters

mu
A double scalar value representing the location parameter.
beta
A double scalar value representing the scale parameter.

Return Value

A double pseudorandom number from an extreme value distribution

See Also

Random Class | Imsl.Stat Namespace | Example