udlomax function

UNU.RAN object for Lomax distribution

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).

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 $=a$

and scale $= s$ has density

for $x \ge 0$, $a > 0$ and $s > 0$.

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

Returns

An object of class "unuran.cont".

See Also

unuran.cont.

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.

Author(s)

Josef Leydold and Wolfgang H"ormann unuran@statmath.wu.ac.at .

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)