urburr function

UNU.RAN Burr random variate generator

UNU.RAN random variate generator for the Burr distribution with shape1 and shape2. It also allows sampling from the truncated distribution.

[Special Generator] -- Sampling Function: Burr.

urburr(n, a, b, lb=0, ub=Inf)

Arguments

• n: size of required sample.
• a,b: positive shape parameters of the Burr distribution.
• lb: lower bound of (truncated) distribution.
• ub: upper bound of (truncated) distribution.

Details

The Burr distribution with parameters a and b has density

for $x >= 0$, $a >= 1$ and $b >= 2$.

The generation algorithm uses transformed density rejection TDR . The parameters lb and ub can be used to generate variates from the Burr distribution truncated to the interval (lb,ub).

See Also

runif and .Random.seed about random number generation and unuran for the UNU.RAN class.

References

W. H"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg

Author(s)

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

Note

This function is a wrapper for the UNU.RAN class in .

Examples

## Create a sample of size 1000
x <- urburr(n=1000,a=2,b=3)