Lomax: Lomax distribution

In extraDistr: Additional Univariate and Multivariate Distributions

Lomax distribution

Description

Density, distribution function, quantile function and random generation for the Lomax distribution.

Usage

dlomax(x, lambda, kappa, log = FALSE)

plomax(q, lambda, kappa, lower.tail = TRUE, log.p = FALSE)

qlomax(p, lambda, kappa, lower.tail = TRUE, log.p = FALSE)

rlomax(n, lambda, kappa)

Arguments

x, q	vector of quantiles.
lambda, kappa	positive valued parameters.
log, log.p	logical; if TRUE, probabilities p are given as log(p).
lower.tail	logical; if TRUE (default), probabilities are P[X \le x] otherwise, P[X > x].
p	vector of probabilities.
n	number of observations. If length(n) > 1, the length is taken to be the number required.

Details

Probability density function

f(x) = \frac{\lambda \kappa}{(1+\lambda x)^{\kappa+1}}

Cumulative distribution function

F(x) = 1-(1+\lambda x)^{-\kappa}

Quantile function

F^{-1}(p) = \frac{(1-p)^{-1/\kappa} -1}{\lambda}

Examples

x <- rlomax(1e5, 5, 16)
hist(x, 100, freq = FALSE)
curve(dlomax(x, 5, 16), 0, 1, col = "red", add = TRUE, n = 5000)
hist(plomax(x, 5, 16))
plot(ecdf(x))
curve(plomax(x, 5, 16), 0, 1, col = "red", lwd = 2, add = TRUE)

extraDistr documentation built on May 29, 2024, 9:31 a.m.