Question: Explain how to generate a random variable from the extreme value distribution, which has cdf [ F(x)=1-mathrm{e}^{-exp left(frac{x-mu}{sigma} ight)}, quad-infty

Explain how to generate a random variable from the extreme value distribution, which has cdf

\[ F(x)=1-\mathrm{e}^{-\exp \left(\frac{x-\mu}{\sigma}\right)}, \quad-\infty0) \]

via the inverse-transform method.

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