[EMAIL PROTECTED] writes:
> On 23 Nov 2003 at 19:35, Viola Rossini wrote:
>
> The frechet dirtribution is in the evd (extreme value dist) package
> on CRAN.
>
> The basic preinciple is that if U is uniform (0,1) anf F
> is a cumulative distrubution function, then
> F^{-1}(U) is distributed as F.
[Slightly unfortunate double use of "F" there]
...and conversely if X has distribution D with continuous cumulative
distribution function F, then F(X) will have a uniform distribution. I
suspect this was the clue that Viola was missing. This requires that
you know F, though.
--
O__ ---- Peter Dalgaard Blegdamsvej 3
c/ /'_ --- Dept. of Biostatistics 2200 Cph. N
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907
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