is a continuous distribution with the
[@http://en.wikipedia.org/wiki/Probability_density_function probability density function (pdf)]:
-f(x; [alpha], [beta]) = [alpha][beta][super [alpha]] / x[super [alpha]+ 1]
+[expression f(x; [alpha], [beta]) = [alpha][beta][super [alpha]] / x[super [alpha]+ 1]]
-For shape parameter [alpha][space] > 0, and scale parameter [beta][space] > 0.
-If x < [beta][space], the pdf is zero.
+For shape parameter [alpha] > 0, and scale parameter [beta] > 0.
+If x < [beta], the pdf is zero.
The [@http://mathworld.wolfram.com/ParetoDistribution.html Pareto distribution]
often describes the larger compared to the smaller.
[graph pareto_pdf2]
-
[h4 Related distributions]
-
[h4 Member Functions]
pareto_distribution(RealType scale = 1, RealType shape = 1);
[h4 Implementation]
-In the following table [alpha][space] is the shape parameter of the distribution, and
-[beta][space] is its scale parameter, /x/ is the random variate, /p/ is the probability
+In the following table [alpha] is the shape parameter of the distribution, and
+[beta] is its scale parameter, /x/ is the random variate, /p/ is the probability
and its complement /q = 1-p/.
[table
[[Function][Implementation Notes]]
[[pdf][Using the relation: pdf p = [alpha][beta][super [alpha]]/x[super [alpha] +1] ]]
-[[cdf][Using the relation: cdf p = 1 - ([beta][space] / x)[super [alpha]] ]]
-[[cdf complement][Using the relation: q = 1 - p = -([beta][space] / x)[super [alpha]] ]]
+[[cdf][Using the relation: cdf p = 1 - ([beta] / x)[super [alpha]] ]]
+[[cdf complement][Using the relation: q = 1 - p = -([beta] / x)[super [alpha]] ]]
[[quantile][Using the relation: x = [beta] / (1 - p)[super 1/[alpha]] ]]
[[quantile from the complement][Using the relation: x = [beta] / (q)[super 1/[alpha]] ]]
[[mean][[alpha][beta] / ([beta] - 1) ]]
* Handbook of Statistical Distributions with Applications, K Krishnamoorthy, ISBN 1-58488-635-8, Chapter 23, pp 257 - 267.
(Note the meaning of a and b is reversed in Wolfram and Krishnamoorthy).
-[endsect][/section:pareto pareto]
+[endsect] [/section:pareto pareto]
[/
Copyright 2006, 2009 John Maddock and Paul A. Bristow.