pareto2 {CaDENCE} | R Documentation |
Pareto 2 (Lomax) and Bernoulli-Pareto 2 distributions
Description
Functions implementing the Pareto 2 (Lomax) and Bernoulli-Pareto 2 distributions.
In the latter case, zero values occur with probability 1-prob
and
non-zero values follow the Pareto 2 distribution with scale
and
shape
parameters. dpareto2
and dbpareto2
give the probability density
functions (pdf); ppareto2
and pbpareto2
give the cumulative distribution
functions (cdf); qpareto2
and qbpareto2
give the quantile functions (inverse cdfs),
and rpareto2
and rbpareto2
are used for generating random variates.
Usage
dpareto2(x, scale, shape)
ppareto2(q, scale, shape)
qpareto2(p, scale, shape)
rpareto2(n, scale, shape)
dbpareto2(x, prob, scale, shape)
pbpareto2(q, prob, scale, shape)
qbpareto2(p, prob, scale, shape)
rbpareto2(n, prob, scale, shape)
Arguments
x , q |
vector of quantiles. |
p |
vector of cumulative probabilities. |
n |
number of random samples. |
prob |
probability of a non-zero value. |
scale |
scale parameter of the pareto2 distribution. |
shape |
shape parameter of the pareto2 distribution. |
Value
dpareto2
and dbpareto2
gives the pdfs;
ppareto2
and pbpareto2
gives the cdfs;
qpareto2
and qbpareto2
gives the inverse cdfs
(or quantile functions); and rpareto2
and
rbpareto2
generate random variates.
References
Arnold, B.C., 1983. The Pareto Distributions, International Co-operative Publishing House, Fairland, MD.
Lomax, K.S., 1954. Business failures: another example of the analysis of failure data. Journal of the American Statistical Association, 49(268): 847-852.
See Also
Examples
plot(rbpareto2(365, prob = 0.2, scale = 1, shape = 1), type = "h")