I want to conduct a simulation study for which a random sample from Generalized extreme value (GEV) distribution is to be generated. I have an idea about selecting the shape parameter within the interval (-0.5,0.5). But, is there a need to do the same to other parameters (i.e. location and scale parameters)? Or to say; what are the idle location and scale parameters for each shape parameter selected within the said interval?
Osama Khaled
shape parameter within the interval (-0.5,0.5) only for environmental data
location any positive value for example 20
and scale any positive value for example 5
for matlab
x=gevrnd(0.1,3,20,[100,1])
mu=20
sigma=2
gamma=0.1
n=100
http://www.lifesciencesite.com/lsj/life0901/019_7563life0901_124_132.pdf
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