Pdf.Pareto Method

PdfPareto Method

Evaluates the Pareto probability density function.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public static double Pareto(
	double x,
	double xm,
	double k
)

Public Shared Function Pareto ( 
	x As Double,
	xm As Double,
	k As Double
) As Double

public:
static double Pareto(
	double x, 
	double xm, 
	double k
)

static member Pareto : 
        x : float * 
        xm : float * 
        k : float -> float

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

Type: Double
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 and the shape parameter . The function is only defined for $x \geq x_m$