udlomax | R Documentation |
Create UNU.RAN object for a Lomax distribution (Pareto
distribution of second kind) with shape parameter shape
and
scale parameter scale
.
[Distribution] – Lomax (Pareto of second kind).
udlomax(shape, scale=1, lb=0, ub=Inf)
shape |
(strictly positive) shape parameter. |
scale |
(strictly positive) scale parameter. |
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
The Lomax distribution with parameters shape
=a
and scale
= s has density
f(x) = a s^a (x+s)^(-a-1)
for x ≥ 0, a > 0 and s > 0.
The domain of the distribution can be truncated to the
interval (lb
,ub
).
An object of class "unuran.cont"
.
Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.
N.L. Johnson, S. Kotz, and N. Balakrishnan (1994): Continuous Univariate Distributions, Volume 1. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 20, p. 575.
unuran.cont
.
## Create distribution object for Lomax distribution distr <- udlomax(shape=2) ## Generate generator object; use method PINV (inversion) gen <- pinvd.new(distr) ## Draw a sample of size 100 x <- ur(gen,100)
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