udlomax {Runuran}

UNU.RAN object for Lomax distribution

Description

Create UNU.RAN object for a Lomax distribution (Pareto distribution of second kind) with shape parameter shape and scale parameter scale.

[Distribution] – Lomax (Pareto of second kind).

Usage

udlomax(shape, scale=1, lb=0, ub=Inf)

Arguments

shape

(strictly positive) shape parameter.

scale

(strictly positive) scale parameter.

lb

lower bound of (truncated) distribution.

ub

upper bound of (truncated) distribution.

Details

The Lomax distribution with parameters shape =\alpha and scale =\sigma has density

f(x) = \alpha \sigma^\alpha (x+\sigma)^{-(\alpha+1)}

for x \ge 0, \alpha > 0 and \sigma > 0.

The domain of the distribution can be truncated to the interval (lb,ub).

Value

An object of class "unuran.cont".

Author(s)

Josef Leydold and Wolfgang H\"ormann [e-mail].

References

N.L. Johnson, S. Kotz, and N. Balakrishnan (1994): Continuous Univariate Distributions, Volume 1. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 20, p. 575.

See Also

unuran.cont.

Examples

## Create distribution object for Lomax distribution
distr <- udlomax(shape=2)
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)