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Pareto2

Pareto Type-II (Lomax) Distribution


Description

Density, cumulative distribution function, quantile function, and random generation for the Pareto Type-II (Lomax) distribution with shape parameter k>0 and scale parameter s>0.

[TO DO: rewrite in C, add NA handling]

Usage

rpareto2(n, k = 1, s = 1)

ppareto2(q, k = 1, s = 1, lower.tail = TRUE)

qpareto2(p, k = 1, s = 1, lower.tail = TRUE)

dpareto2(x, k = 1, s = 1)

Arguments

n

integer; number of observations

k

vector of shape parameters, k>0

s

vector of scale parameters, s>0

lower.tail

logical; if TRUE (default), probabilities are P(X ≤ x), and P(X > x) otherwise

p

vector of probabilities

x, q

vector of quantiles

Details

If X~P2(k,s), then supp X=[0,∞). The c.d.f. for x≥ 0 is given by

F(x)=1-s^k/(s+x)^k

and the density by

f(x)=k s^k/(s+x)^{k+1}.

Value

numeric vector; dpareto2 gives the density, ppareto2 gives the cumulative distribution function, qpareto2 calculates the quantile function, and rpareto2 generates random deviates.

See Also

Other distributions: rdpareto2


agop

Aggregation Operators and Preordered Sets

v0.2-3
LGPL (>= 3)
Authors
Marek Gagolewski [aut, cre] (<https://orcid.org/0000-0003-0637-6028>), Anna Cena [ctb] (<https://orcid.org/0000-0001-8697-5383>)
Initial release
2020-01-06

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