# Monte Carlo Method (generating random numbers)

1. Dec 1, 2009

### cse63146

1. The problem statement, all variables and given/known data

Determine a method to generate random observations for the extreme valued pdf given by:

$$e^{x-e^x} \ \ \ \ \ - \infty < x < \infty$$

2. Relevant equations

3. The attempt at a solution

So I start by finding it's CDF:

$$\int^{x}_{-\infty}e^{x-e^x} dx$$

and this is where I get stuck. Any help would be appreciated.

2. Dec 2, 2009

### lanedance

not sure about the rest, but have you tried a substitution for the integral?