20.23 The Pareto Distribution

Function: double gsl_ran_pareto (const gsl_rng * r, double a, double b)

This function returns a random variate from the Pareto distribution of order a. The distribution function is,

p(x) dx = (a/b) / (x/b)^{a+1} dx

for x >= b.

Function: double gsl_ran_pareto_pdf (double x, double a, double b)

This function computes the probability density p(x) at x for a Pareto distribution with exponent a and scale b, using the formula given above.

Function: double gsl_cdf_pareto_P (double x, double a, double b)

Function: double gsl_cdf_pareto_Q (double x, double a, double b)

Function: double gsl_cdf_pareto_Pinv (double P, double a, double b)

Function: double gsl_cdf_pareto_Qinv (double Q, double a, double b)

These functions compute the cumulative distribution functions P(x), Q(x) and their inverses for the Pareto distribution with exponent a and scale b.