[R] How can I simulate Pareto distribution in R?
Göran Broström
gb at tal.stat.umu.se
Sun Jan 9 11:21:03 CET 2005
On Sun, Jan 09, 2005 at 12:21:47AM -0800, Ni Xiao wrote:
> Hi, guys,
> I need to simulate Pareto distribution. But I found 'rpareto' didn't exist in R. And it seems that Pareto distribution don't have mathematical relationships with other distributions. What can I do?
Well, it has a relation to the uniform distribution thru
F(X) = U ~ uniform(0, 1),
where X is Pareto with cdf F. Solve for X and you have just reinvented the
"inverse method" of generating random numbers from a cdf F.
Remigijus made that explicit for you.
--
Göran Broström tel: +46 90 786 5223
Department of Statistics fax: +46 90 786 6614
Umeå University http://www.stat.umu.se/egna/gb/
SE-90187 Umeå, Sweden e-mail: gb at stat.umu.se
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