请问：用sas如何产生极值分布的随机数？

shiyiming

如题，谢谢！

shiyiming

What about generating type 1 EXTREME VALUE dist’n by WEIBULL dist’n? Jingju

[code:35z5revs]data have;
        call streaminit(123);
        mu =2; a =exp(mu);
        do alpha =.1 to .5 by .1;
                b =1/alpha;
                do i =1 to 1000;
                        t_w =rand('weibull', a, b);
                        t_e =log(t_w);
                        output;
                end;
        end;
run;
proc sgpanel;
        panelby alpha/rows =5 columns =1;
        density t_e/type=kernel;
run;[/code:35z5revs]

shiyiming

谢谢您！我学习下。
另外在朱世武老师的书上，看到用下面的代码产生极值分布随机数：
[code:4crqqs57]
data rv12;
retain _seed_ 0；
alpha=1.2;
beta=8.1;
do _i_=1 to 1000;
extreme1=alpja-beta*log(ranexp(_seed_));
output;
end;
drop _seed_ _i_ alpha beta;
run;
[/code:4crqqs57]