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/* randist/pareto.c
*
* Copyright (C) 1996, 1997, 1998, 1999, 2000 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 2 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 <config.h>
#include <math.h>
#include <gsl/gsl_rng.h>
#include <gsl/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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