udpareto: UNU.RAN object for Pareto distribution
In Runuran: R Interface to the 'UNU.RAN' Random Variate Generators

udpareto

R Documentation

UNU.RAN object for Pareto distribution

Description

Create UNU.RAN object for a Pareto distribution (of first kind) with shape parameters k and a.

[Distribution] – Pareto (of first kind).

Usage

udpareto(k, a, lb=k, ub=Inf)

Arguments

`k`	(strictly positive) shape and location parameter.
`a`	(strictly positive) shape parameter.
`lb`	lower bound of (truncated) distribution.
`ub`	upper bound of (truncated) distribution.

Details

The Pareto distribution with parameters k and a has density

f(x) = a k^a x^{-(a+1)}

for x \ge k, k> 0 and a>0.

The domain of the distribution can be truncated to the interval (lb,ub).

Value

An object of class "unuran.cont".

Author(s)

Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.

References

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. 574.

Examples

## Create distribution object for Pareto distribution
distr <- udpareto(k=3,a=2)
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)

Runuran documentation built on April 12, 2025, 1:35 a.m.