# evrnd

Extreme value random numbers

## Syntax

```R = evrnd(mu,sigma) R = evrnd(mu,sigma,m,n,...) R = evrnd(mu,sigma,[m,n,...]) ```

## Description

`R = evrnd(mu,sigma)` generates random numbers from the extreme value distribution with parameters specified by location parameter `mu` and scale parameter `sigma`. `mu` and `sigma` can be vectors, matrices, or multidimensional arrays that have the same size, which is also the size of R. A scalar input for `mu` or `sigma` is expanded to a constant array with the same dimensions as the other input.

`R = evrnd(mu,sigma,m,n,...)` or `R = evrnd(mu,sigma,[m,n,...])` generates an `m`-by-`n`-by-... array containing random numbers from the extreme value distribution with parameters `mu` and `sigma`. `mu` and `sigma` can each be scalars or arrays of the same size as `R`.

The type 1 extreme value distribution is also known as the Gumbel distribution. The version used here is suitable for modeling minima; the mirror image of this distribution can be used to model maxima by negating `R`. See Extreme Value Distribution for more details. If x has a Weibull distribution, then X = log(x) has the type 1 extreme value distribution.