You found that not all deviates are larger than m. Comparing the formulas quoted in Wikipedia and in your email it is obvious that m is not the same as x_m.
If you don't find the rmutil formulation useful you can try another such as the one in PtProcess, or write your own. -- Sent from my phone. Please excuse my brevity. On August 24, 2017 12:23:50 PM PDT, Justin Thong <justinthon...@gmail.com> wrote: >In https://en.wikipedia.org/wiki/Pareto_distribution, it is clear what >the >parameters are for the pareto distribution: *xmin *the scale parameter >and >*a* the shape parameter. > >I am using rmutil to generate random deviates from a pareto >distribution. >It says in the documentation that the probabilty density of the pareto >distribution > >The Pareto distribution has density > >f(y) = s (1 + y/(m (s-1)))^(-s-1)/(m (s-1)) > >where m is the mean parameter of the distribution and s is the >dispersion > >Through my experimentation of using rpareto function from the library >using >m as the scale parameter *xmin* value and s as the shape parameter* a* >, I >found that the deviates generated are not all larger than *xmin*. This >leads me to believe that m and s are not the shape and scale parameter >respectively. > >What is m and s? Could it be defined as the mean and variance >respectively > as shown on the wikipedia link? > > >Yours sincerely, >Justin > >*I check my email at 9AM and 4PM everyday* >*If you have an EMERGENCY, contact me at +447938674419(UK) or >+60125056192(Malaysia)* > > [[alternative HTML version deleted]] > >______________________________________________ >R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide >http://www.R-project.org/posting-guide.html >and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
