Quantile function and random generation are computed using algorithm described in Krishnamoorthy (2006).
Examples
x <- rlgser(1e5,0.66)xx <- seq(0,100, by =1)plot(prop.table(table(x)), type ="h")lines(xx, dlgser(xx,0.66), col ="red")# Notice: distribution of F(X) is far from uniform:hist(plgser(x,0.66),50)xx <- seq(0,100, by =0.01)plot(ecdf(x))lines(xx, plgser(xx,0.66), col ="red", lwd =2)
References
Krishnamoorthy, K. (2006). Handbook of Statistical Distributions with Applications. Chapman & Hall/CRC
Forbes, C., Evans, M. Hastings, N., & Peacock, B. (2011). Statistical Distributions. John Wiley & Sons.