The Pareto Distribution¶
-
gsl_ran_pareto
(a, b)¶ This function returns a random variate from the Pareto distribution of order
a
. The distribution function is,\[p(x) dx = (a/b) / (x/b)^{a+1} dx\]for \(x \geq b\).
-
gsl_ran_pareto_pdf
(x, a, b)¶ This function computes the probability density \(p(x)\) at \(x\) for a Pareto distribution with exponent
a
and scaleb
, using the formula given above.
-
gsl_cdf_pareto_P
(x, a, b)¶
-
gsl_cdf_pareto_Q
(x, a, b)¶
-
gsl_cdf_pareto_Pinv
(P, a, b)¶
-
gsl_cdf_pareto_Qinv
(Q, a, b)¶ These functions compute the cumulative distribution functions \(P(x), Q(x)\) and their inverses for the Pareto distribution with exponent
a
and scaleb
.