Probabilities.ParetoCDF Method

Overload List

#SignatureDescription
1void ParetoCDF(TDenseMtxVec X, Double a, Double b, TDenseMtxVec Res)Pareto distribution CDF (vectorized).
2Double ParetoCDF(Double x, Double a, Double b)Pareto cumulative distribution function (CDF).

Overload 1: void ParetoCDF(TDenseMtxVec X, Double a, Double b, TDenseMtxVec Res)

Pareto distribution CDF (vectorized).

#NameDescription
1XDefines distribution domain, real vector or matrix.
2aDistribution scale parameter, real positive value.
3bDistribution shape parameter, real positive value, smaller than x.
4ResAfter calculation stores the CDF calculated from X, a and b. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X.

Result: stored in self (calling object)

Overload 2: Double ParetoCDF(Double x, Double a, Double b)

Pareto cumulative distribution function (CDF).

#NameDescription
1xFunction domain, real value >= b.
2aDistribution shape parameter, real positive value.
3bDistribution scale parameter (lower bound of the support), real positive value.

Returns: Double - the Pareto cumulative distribution function (CDF) for value x using the parameters a and b. x must be >= b, otherwise the result is NAN.

Remarks:

The Pareto cumulative distribution function is

CDF(x| a,b)=1-(b/x)^a, x >= b

Domain: x >= b, a > 0, b > 0; the result rises monotonically from 0 (at x = b) to 1. For x < b the result is NAN.

See Also: Probabilities.ParetoPDF, Probabilities.ParetoCDFInv