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Aug 20, 2017 at 18:17 vote accept Edmund
Jul 12, 2017 at 1:48 history edited Michael E2 CC BY-SA 3.0
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Jul 12, 2017 at 1:06 comment added Michael E2 @Edmund That's because you don't set the precision of gpdDIst and you get the same issue mentioned in chat -- it uses machine precision when you give m.p. input, and therefore so does dist and RandomVariate. The overflow/negative random variates has to do with rounding error, I suppose. I get no such problems with high precision inputs.
Jul 11, 2017 at 19:56 comment added John Doty @Edmund Note that my answer works symbolically and allows arbitrary argument precision to override the default. Can't help you with RandomVariate, though.
Jul 11, 2017 at 19:04 comment added Edmund This does get genPareto returning the requested precision. However, it still suffers the overflow issue when used with RandomVariate, with dist = gpdDist[.5 10^6, .2, .1 10^6] for example. I can't use ?NumericQ as that will prevent me from using the function symbolically.
Jul 11, 2017 at 17:32 history answered Michael E2 CC BY-SA 3.0