Package pal.statistics
Class ParetoDistribution
java.lang.Object
pal.statistics.ParetoDistribution
Pareto distribution
(scale-free distribution without characteristic length scale).
Parameters: shape parameter k>0, scale parameter m>0 ("minimum income")
- Version:
- $Id: ParetoDistribution.java,v 1.2 2001/07/13 14:39:13 korbinian Exp $
- Author:
- Korbinian Strimmer
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Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionstatic double
cdf
(double x, double k, double m) cumulative density function of the Pareto distributionstatic double
mean
(double k, double m) mean of the Pareto distributionstatic double
moment
(int n, double k, double m) moments E(X^n) of the Pareto distributionstatic double
pdf
(double x, double k, double m) probability density function of the Pareto distributionstatic double
quantile
(double p, double k, double m) quantile (inverse cumulative density function) of the Pareto distributionstatic double
variance
(double k, double m) variance of the Pareto distribution
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Constructor Details
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ParetoDistribution
public ParetoDistribution()
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Method Details
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pdf
public static double pdf(double x, double k, double m) probability density function of the Pareto distribution- Parameters:
x
- argument (>=m)k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")- Returns:
- pdf value
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cdf
public static double cdf(double x, double k, double m) cumulative density function of the Pareto distribution- Parameters:
x
- argument (>=m)k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")- Returns:
- cdf value
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quantile
public static double quantile(double p, double k, double m) quantile (inverse cumulative density function) of the Pareto distribution- Parameters:
p
- argument (0 invalid input: '<' p invalid input: '<' 1)k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")- Returns:
- icdf value
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mean
public static double mean(double k, double m) mean of the Pareto distribution- Parameters:
k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")- Returns:
- mean
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variance
public static double variance(double k, double m) variance of the Pareto distribution- Parameters:
k
- shape parameter (>0)m
- scale parameter (>0, "minimum income")- Returns:
- variance
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moment
public static double moment(int n, double k, double m) moments E(X^n) of the Pareto distribution- Parameters:
n
- momentk
- shape parameter (>0)m
- scale parameter (>0, "minimum income")- Returns:
- variance
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