Pareto (Type I)

Usage

var Pareto1 = require( '@stdlib/stats/base/dists/pareto-type1/ctor' );

Pareto1( [alpha, beta] )

Returns a Pareto (Type I) distribution object.

var pareto1 = new Pareto1();

var mu = pareto1.mean;
// returns Infinity

By default, alpha = 1.0 and beta = 1.0. To create a distribution having a different alpha (shape parameter) and beta (scale parameter), provide the corresponding arguments.

var pareto1 = new Pareto1( 2.0, 4.0 );

var mu = pareto1.mean;
// returns 8.0

pareto1

A Pareto (Type I) distribution object has the following properties and methods...

Writable Properties

pareto1.alpha

Shape parameter of the distribution. alpha must be a positive number.

var pareto1 = new Pareto1();

var alpha = pareto1.alpha;
// returns 1.0

pareto1.alpha = 3.0;

alpha = pareto1.alpha;
// returns 3.0

pareto1.beta

Scale parameter of the distribution. beta must be a positive number.

var pareto1 = new Pareto1( 2.0, 4.0 );

var beta = pareto1.beta;
// returns 4.0

pareto1.beta = 3.0;

beta = pareto1.beta;
// returns 3.0

Computed Properties

Pareto1.prototype.entropy

Returns the differential entropy.

var pareto1 = new Pareto1( 4.0, 12.0 );

var entropy = pareto1.entropy;
// returns ~2.349

Pareto1.prototype.kurtosis

Returns the excess kurtosis.

var pareto1 = new Pareto1( 6.0, 12.0 );

var kurtosis = pareto1.kurtosis;
// returns ~35.667

Pareto1.prototype.mean

Returns the expected value.

var pareto1 = new Pareto1( 4.0, 12.0 );

var mu = pareto1.mean;
// returns 16.0

Pareto1.prototype.median

Returns the median.

var pareto1 = new Pareto1( 4.0, 12.0 );

var median = pareto1.median;
// returns ~14.27

Pareto1.prototype.mode

Returns the mode.

var pareto1 = new Pareto1( 4.0, 12.0 );

var mode = pareto1.mode;
// returns 12.0

Pareto1.prototype.skewness

Returns the skewness.

var pareto1 = new Pareto1( 4.0, 12.0 );

var skewness = pareto1.skewness;
// returns ~7.071

Pareto1.prototype.variance

Returns the variance.

var pareto1 = new Pareto1( 4.0, 12.0 );

var s2 = pareto1.variance;
// returns 32.0

Methods

Pareto1.prototype.cdf( x )

Evaluates the cumulative distribution function (CDF).

var pareto1 = new Pareto1( 2.0, 4.0 );

var y = pareto1.cdf( 3.5 );
// returns 0.0

Pareto1.prototype.logcdf( x )

Evaluates the natural logarithm of the cumulative distribution function (CDF).

var pareto1 = new Pareto1( 2.0, 4.0 );

var y = pareto1.logcdf( 3.5 );
// returns -Infinity

Pareto1.prototype.logpdf( x )

Evaluates the natural logarithm of the probability density function (PDF).

var pareto1 = new Pareto1( 2.0, 4.0 );

var y = pareto1.logpdf( 5.0 );
// returns ~-1.363

Pareto1.prototype.pdf( x )

Evaluates the probability density function (PDF).

var pareto1 = new Pareto1( 2.0, 4.0 );

var y = pareto1.pdf( 5.0 );
// returns ~0.256

Pareto1.prototype.quantile( p )

Evaluates the quantile function at probability p.

var pareto1 = new Pareto1( 2.0, 4.0 );

var y = pareto1.quantile( 0.5 );
// returns ~5.657

y = pareto1.quantile( 1.9 );
// returns NaN