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GNU Scientific Library Reference Manual - Third Edition (v1.12)
by M. Galassi, J. Davies, J. Theiler, B. Gough, G. Jungman, P. Alken, M. Booth, F. Rossi
Paperback (6"x9"), 592 pages, 60 figures
ISBN 0954612078
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19.22 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,
p(x) dx = (a/b) / (x/b)^{a+1} dx

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.
ISBN 0954612078GNU Scientific Library Reference Manual - Third Edition (v1.12)See the print edition