Computer Program Generation of Extreme Value Distribution Data

The application of the Monte Carlo method on the estimation in Gumbel extreme value distribution was studied. The Gumbel extreme value distribution is used to estimate the flood flow of specific return period for the design of flood mitigation project. This paper is a programming effort (1) to estimate the parameters of Gumbel distribution using the observed data and (2) to provide a random variate generating subroutine to generate random samples and order statistics of a Gumbel distribution random variable. The mean squared error is used to measure the accuracy of the estimation method. Finally, an example of the use of these programs is given to illustrate application in the analysis of a hydrologic system