Overload List
| # | Signature | Description |
|---|---|---|
| 1 | void ParetoCDFInv(TDenseMtxVec P, Double a, Double b, TDenseMtxVec Res) | Pareto distribution PPF (vectorized). |
| 2 | Double ParetoCDFInv(Double p, Double a, Double b) | Pareto distribution point percent function (PPF). |
Overload 1: void ParetoCDFInv(TDenseMtxVec P, Double a, Double b, TDenseMtxVec Res)
Pareto distribution PPF (vectorized).
| # | Name | Description |
|---|---|---|
| 1 | P | Defines distribution probabilities, real vector or matrix with values within closed interval [0,1]. |
| 2 | a | Distribution scale parameter, real positive value. |
| 3 | b | Distribution shape parameter, real positive value, smaller than x. |
| 4 | Res | After calculation stores the PPF calculated from P, a and b. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of P. |
Result: stored in self (calling object)
Overload 2: Double ParetoCDFInv(Double p, Double a, Double b)
Pareto distribution point percent function (PPF).
| # | Name | Description |
|---|---|---|
| 1 | p | Probability, real value on closed interval [0,1]. |
| 2 | a | Distribution shape parameter, real positive value. |
| 3 | b | Distribution scale parameter (lower bound of the support), real positive value. |
Returns: Double - the Pareto distribution point percent function (PPF) for probability p using the parameters a and b. p must lie in [0,1], otherwise the result is NAN; at p = 1 the result is +INF.
Remarks:
The inverse Pareto cumulative distribution function (quantile) is
CDF^(-1)(p| a,b)=b (1-p)^(-1/a), 0 <= p lt; 1
It is the solution x of CDF(x | a,b) = p. Domain: probability p in [0,1], a > 0, b > 0. At p = 1 the result is +INF. For p < 0 or p > 1 the result is NAN.
See Also: Probabilities.ParetoPDF, Probabilities.ParetoCDF