dpareto: The Pareto distribution

In vsgoftest: Goodness-of-Fit Tests Based on Kullback-Leibler Divergence

Description

Density, cumulative distribution function, quantile function and random generation for the Pareto distribution.

Usage

dpareto(x, mu, c, log = FALSE)
ppareto(q, mu, c, lower.tail = TRUE, log.p = FALSE)
qpareto(p, mu, c, lower.tail = TRUE, log.p = FALSE)
rpareto(n, mu, c)

Arguments

x,q	(numeric, vector) a vector of quantiles.
p	(numeric, vector) a vector of probablities.
n	(numeric, vector) sample size to be generated.
mu	(numeric, single value) the shape parameter.
c	(numeric, single value) the scale parameter.
log, log.p	(logical, single value) if TRUE, probabilities are given as \log(p). Default is FALSE.
lower.tail	(logical, single value) if TRUE (default), probabilities are P(X≤ x); otherwise P(X>x).

Details

The pareto distribution with shape parameter μ>0 and scale parameter c>0 has density

f(x) = μ c^μ x^{-1-μ},

for x ≥ 0.

Value

dpareto gives the density, ppareto gives the distribution function, qpareto gives the quantile function, and rpareto generates random deviates.

The length of the result is determined by n for rnorm, and is the maximum of the lengths of the numerical arguments for the other functions.

Author(s)

J. Lequesne [e-mail]

References

Arnold, B.C. Pareto distribution, International Cooperative Publishing House, Fairland (1983).

Philbrick, S.W. A practical guide to the single parameter Pareto distribution. Proceedings of the Casualty Actuarial Society LXXII, 44, 44-85 (1985).

Examples

n<- 100
rpareto(n,mu=2,c=1)
 

vsgoftest documentation built on Dec. 17, 2020, 5:06 p.m.