Evaluates the Pareto probability density function.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public static double Pareto(
	double x,
	double xm,
	double k
)
Visual Basic (Declaration)
Public Shared Function Pareto ( _
	x As Double, _
	xm As Double, _
	k As Double _
) As Double
Visual C++
public:
static double Pareto(
	double x, 
	double xm, 
	double k
)

Parameters

x
Type: System..::.Double
A double scalar value representing the argument at which the function is to be evaluated.
xm
Type: System..::.Double
A double scalar value representing the scale parameter, x_m.
k
Type: System..::.Double
A double scalar value representing the shape parameter.

Return Value

A double scalar value representing the probability density function at x.

Remarks

The probability density function of the Pareto distribution is

f(x,x_m,k)=1-\frac{kx_m^{k}}{x^{k+1}}

where the scale parameter x_m>0 and the shape parameter k>0. The function is only defined for x \geq x_m

See Also