rhh {dhh} R Documentation

## Random Variables of Of The Heavy-Headed Distribution

### Description

This function generate i.i.d. random variables following the heavy-headed distribution.

### Usage

rhh(n, a = 0, b = 1, alpha = 0.1)


### Arguments

 n It is the number of the random variables. a,b The interval (a,b) is the support of the distribution. The default values for a and b are 0 and 1, respectively. alpha It is a positive parameter of the distribution. Its default value is set to be 0.1. When alpha = 1, the distribution is uniform. When alpha > 1, the density at a is zero.

### Details

See the references.

### Value

It returns a vector of n random varialbes following the heavy-headed distribution.

Runlong Tang

### References

Runlong Tang (2018) A Note On Finite Moments, Rediscovery Of The Pareto Distribution and Distributions With Heavy Tails and Heads (v1) https://sites.google.com/site/tangrunlong/notes-on-finance

dhh phh qhh

### Examples

rhh(1)

rhh(2)

hist(rhh(10000), freq=FALSE)

curve(dhh, add = TRUE, col = 2)

dhh(c(0.1, 0.01, 0.001, 0.0001, 0.00001))


[Package dhh version 0.0.1 Index]