Pareto Random Variate

Pareto Random Variate

The probability density function for a Pareto(a) distributed random variable X, f(x), is:
f(x) =
0for x < 1
a / x a + 1 for 1 ≤ x
where the shape parameter, a, must be positive.

Function List

  • double Pareto_Random_Variate( double a )

    This function returns X where X is a random variate with the density given above. Note that a must be positive.

Source Code

C source code is available for this routine: