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- /* randist/pareto.c
- *
- * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough
- *
- * This program is free software; you can redistribute it and/or modify
- * it under the terms of the GNU General Public License as published by
- * the Free Software Foundation; either version 3 of the License, or (at
- * your option) any later version.
- *
- * This program is distributed in the hope that it will be useful, but
- * WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
- * General Public License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with this program; if not, write to the Free Software
- * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
- */
- #include "gsl__config.h"
- #include <math.h>
- #include "gsl_rng.h"
- #include "gsl_randist.h"
- /* The Pareto distribution has the form,
- p(x) dx = (a/b) / (x/b)^(a+1) dx for x >= b
- */
- double
- gsl_ran_pareto (const gsl_rng * r, double a, const double b)
- {
- double x = gsl_rng_uniform_pos (r);
- double z = pow (x, -1 / a);
- return b * z;
- }
- double
- gsl_ran_pareto_pdf (const double x, const double a, const double b)
- {
- if (x >= b)
- {
- double p = (a/b) / pow (x/b, a + 1);
- return p;
- }
- else
- {
- return 0;
- }
- }
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