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The fatality model has a component that is GPD - see equations. I need to be able in Fortran to determine a million random numbers that fit the GPD data for a given theta and lambda - has anyone done this sort of thing before. - can I use a transformation onto a standard distribution

JohnNichols

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04-28-2020
12:16 PM

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GPD

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The 'prob' library may be of use: https://people.sc.fsu.edu/~jburkardt/f_src/prob/prob.html; it offers several probability density functions and associated CDFs, not sure about GPD.

Andreas_Z_

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04-28-2020
04:54 PM

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andrew_4619

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04-29-2020
02:45 AM

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IMSL has some Generalised Pareto functions.

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JohnNichols

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04-29-2020
09:50 AM

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The GPD is a challenging Probability Distribution -- I was thinking about how do the maths people do the transformation from a uniform PD to a Gaussian -- the procedure must be codable. Also I was wondering if we could treat the problem like a refraction thru a lens -- the output form the lens i the GPD numbers and the input is uniform random numbers.

There was 2400 deaths yesterday - the virus is a bastard.

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