## File: The-Pareto-Distribution.html

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 `123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108` `````` GNU Scientific Library – Reference Manual: The Pareto Distribution

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.

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