The Pareto Distribution
Random:
double
gsl_ran_pareto
(const gsl_rng *
r
, double
a
, double
b
)
This function returns a random variate from the Pareto distribution of order
a
. The distribution function is,
p(x) dx = (a/b) / (x/b)^{a+1} dx
for x >= b.
Function:
double
gsl_ran_pareto_pdf
(double
x
, double
a
, double
b
)
This function computes the probability density p(x) at
x
for a Pareto distribution with exponent
a
and scale
b
, using the formula given above.