pareto: Moment function of Pareto Distribution (PDF:...

In casact/cascsim: Casualty Actuarial Society Individual Claim Simulator

Moment function of Pareto Distribution (PDF: alpha*xm^alpha/x^(alpha+1))

Description

Moment function of Pareto Distribution (PDF: alpha*xm^alpha/x^(alpha+1))

Density function of Pareto Distribution (PDF: alpha*xm^alpha/x^(alpha+1))

Cumulative probability function of Pareto Distribution (CDF: 1-(xm/x)^alpha)

Quantile function of Pareto Distribution

Random generation of Pareto Distribution

Usage

mpareto(order, xm, alpha = 3)

dpareto(x, xm, alpha = 3)

ppareto(q, xm, alpha = 3)

qpareto(p, xm, alpha = 3)

rpareto(n, xm, alpha = 3)

Arguments

order	Order of moment
xm	Threshold value
alpha	Default=3
x	Value of the variable
q	Value of the variable
p	Value of the probability
n	Number of samples

Examples

mpareto(1,1000,2)
dpareto(1500,1000,2)
ppareto(1500,1000,2)
qpareto(0.5,1000,2)
rpareto(100,1000,2)

casact/cascsim documentation built on Nov. 12, 2022, 11:53 p.m.