Pareto {rmutil}

Pareto Distribution

Description

These functions provide information about the Pareto distribution with location parameter equal to m and dispersion equal to s: density, cumulative distribution, quantiles, log hazard, and random generation.

The Pareto distribution has density

f(y) = \frac{\sigma }{\mu (\sigma-1)(1 + y/(\mu (\sigma-1)))^{\sigma+1}}

where \mu is the mean parameter of the distribution and \sigma is the dispersion.

This distribution can be obtained as a mixture distribution from the exponential distribution using a gamma mixing distribution.

Usage

dpareto(y, m, s, log=FALSE)
ppareto(q, m, s)
qpareto(p, m, s)
rpareto(n, m, s)

Arguments

y

vector of responses.

q

vector of quantiles.

p

vector of probabilities

n

number of values to generate

m

vector of location parameters.

s

vector of dispersion parameters.

log

if TRUE, log probabilities are supplied.

Author(s)

J.K. Lindsey

See Also

dexp for the exponential distribution.

Examples

dpareto(5, 2, 2)
ppareto(5, 2, 2)
qpareto(0.9, 2, 2)
rpareto(10, 2, 2)