3 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough
5 * This program is free software; you can redistribute it and/or modify
6 * it under the terms of the GNU General Public License as published by
7 * the Free Software Foundation; either version 3 of the License, or (at
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10 * This program is distributed in the hope that it will be useful, but
11 * WITHOUT ANY WARRANTY; without even the implied warranty of
12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 * General Public License for more details.
15 * You should have received a copy of the GNU General Public License
16 * along with this program; if not, write to the Free Software
17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
22 #include <gsl/gsl_rng.h>
23 #include <gsl/gsl_randist.h>
25 /* The Pareto distribution has the form,
27 p(x) dx = (a/b) / (x/b)^(a+1) dx for x >= b
32 gsl_ran_pareto (const gsl_rng * r, double a, const double b)
34 double x = gsl_rng_uniform_pos (r);
36 double z = pow (x, -1 / a);
42 gsl_ran_pareto_pdf (const double x, const double a, const double b)
46 double p = (a/b) / pow (x/b, a + 1);