rhh: Random Variables of Of The Heavy-Headed Distribution

In dhh: A Heavy-Headed Distribution

Description

This function generate i.i.d. random variables following the heavy-headed distribution.

Usage

rhh(n, a = 0, b = 1, alpha = 0.1)

Arguments

n	It is the number of the random variables.
a,b	The interval (a,b) is the support of the distribution. The default values for a and b are 0 and 1, respectively.
alpha	It is a positive parameter of the distribution. Its default value is set to be 0.1. When alpha = 1, the distribution is uniform. When alpha > 1, the density at a is zero.

Details

See the references.

Value

It returns a vector of n random varialbes following the heavy-headed distribution.

Author(s)

Runlong Tang

References

Runlong Tang (2018) A Note On Finite Moments, Rediscovery Of The Pareto Distribution and Distributions With Heavy Tails and Heads (v1) https://sites.google.com/site/tangrunlong/notes-on-finance

See Also

dhh phh qhh

Examples

rhh(1)

rhh(2)

hist(rhh(10000), freq=FALSE)

curve(dhh, add = TRUE, col = 2)

dhh(c(0.1, 0.01, 0.001, 0.0001, 0.00001))

dhh documentation built on May 2, 2019, 4:03 p.m.