Package pal.statistics

Class ParetoDistribution

java.lang.Object
pal.statistics.ParetoDistribution
public class ParetoDistribution extends Object
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

  • Constructor Summary

    Constructors
    Constructor
    Description
    ParetoDistribution()
     

  • Method Summary

    Modifier and Type
    Method
    Description
    static double
    cdf(double x, double k, double m)
    cumulative density function of the Pareto distribution
    static double
    mean(double k, double m)
    mean of the Pareto distribution
    static double
    moment(int n, double k, double m)
    moments E(X^n) of the Pareto distribution
    static double
    pdf(double x, double k, double m)
    probability density function of the Pareto distribution
    static double
    quantile(double p, double k, double m)
    quantile (inverse cumulative density function) of the Pareto distribution
    static double
    variance(double k, double m)
    variance of the Pareto distribution

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • ParetoDistribution

      public ParetoDistribution()

  • Method Details

    • 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

    • 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

    • quantile

      public static double quantile(double p, double k, double m)
      quantile (inverse cumulative density function) of the Pareto distribution
      Parameters:
      p - argument (0 < p < 1)
      k - shape parameter (>0)
      m - scale parameter (>0, "minimum income")
      Returns:
      icdf value

    • 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

    • 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

    • moment

      public static double moment(int n, double k, double m)
      moments E(X^n) of the Pareto distribution
      Parameters:
      n - moment
      k - shape parameter (>0)
      m - scale parameter (>0, "minimum income")
      Returns:
      variance