GNU Scientific Library – Reference Manual: The Pareto Distribution

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### 20.22 The Pareto Distribution

Function: 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, 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.

Function: double gsl_cdf_pareto_P (double x, double a, double b)
Function: double gsl_cdf_pareto_Q (double x, double a, double b)
Function: double gsl_cdf_pareto_Pinv (double P, double a, double b)
Function: double gsl_cdf_pareto_Qinv (double Q, double a, double b)

  These functions compute the cumulative distribution functions P(x), Q(x) and their inverses for the Pareto distribution with exponent a and scale b.