Overload List
| # | Signature | Description |
|---|---|---|
| 1 | procedure ParetoPDF(const X: TDenseMtxVec; a: Double; b: Double; const Res: TDenseMtxVec); | Pareto distribution PDF (vectorized). |
| 2 | function ParetoPDF(x: Double; a: Double; b: Double): Double; | Pareto probability density function (PDF). |
Overload 1: procedure ParetoPDF(const X: TDenseMtxVec; a: Double; b: Double; const Res: TDenseMtxVec);
Pareto distribution PDF (vectorized).
| # | Name | Description |
|---|---|---|
| 1 | X | Defines distribution domain, real vector or matrix. |
| 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 PDF 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: function ParetoPDF(x: Double; a: Double; b: Double): Double;
Pareto probability density function (PDF).
| # | Name | Description |
|---|---|---|
| 1 | x | Function domain, real value >= b. |
| 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 probability density function (PDF) for value x using the parameters a and b. x must be >= b, otherwise the result is NAN.
Remarks:
The Pareto probability density function is
PDF(x| a,b)=(a b^a)/(x^(a+1)), x >= b
where a is the shape (tail) parameter and b the scale parameter equal to the minimum value of the support. Domain: x >= b, a > 0, b > 0. For x < b the result is NAN.