prrng::pareto_distribution Class Reference

Pareto distribution. More...

#include <prrng.h>

Public Member Functions
	pareto_distribution (double k=1, double scale=1)
	Constructor.
template<class T >
T	pdf (const T &x)
	Probability density function.
template<class T >
T	cdf (const T &x)
	Cumulative density function.
template<class T >
T	quantile (const T &p)
	Quantile (the inverse of the cumulative density function).

Detailed Description

Pareto distribution.

\( P(x) = k (x_m)^k x^{-(k + 1)} \)

with \( k > 0 \) and \( x_m > 0 \).

References:

• https://en.wikipedia.org/wiki/Pareto_distribution
• https://numpy.org/doc/stable/reference/random/generated/numpy.random.pareto.html

Definition at line 1444 of file prrng.h.

Constructor & Destructor Documentation

pareto_distribution()

prrng::pareto_distribution::pareto_distribution ( double  k = 1, double  scale = 1  )

inline

Constructor.

Parameters

k	Shape.
scale	Scale.

Definition at line 1452 of file prrng.h.

Member Function Documentation

cdf()

template<class T >

T prrng::pareto_distribution::cdf ( const T &  x )

inline

Cumulative density function.

Parameters

x	Coordinates.

Returns

Cumulative density for each x.

Definition at line 1479 of file prrng.h.

pdf()

template<class T >

T prrng::pareto_distribution::pdf ( const T &  x )

inline

Probability density function.

Parameters

x	Coordinates.

Returns

Probability density for each x.

Definition at line 1467 of file prrng.h.

quantile()

template<class T >

T prrng::pareto_distribution::quantile ( const T &  p )

inline

Quantile (the inverse of the cumulative density function).

Parameters

p	Probability [0, 1].

Returns

Quantile for each p.

Definition at line 1491 of file prrng.h.

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The documentation for this class was generated from the following file:

• prrng.h