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GRAN6: Gauss procedure to generate Pareto-distributed random numbers

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Author Info
Urzúa, Carlos M. () (Tecnológico de Monterrey, Campus Ciudad de México)

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Abstract

Generation of Pareto-distributed pseudo-random numbers using GAUSS (version 3.6 or later), by the inversion method. That is, generation of random variates that come from a density proportional to x^(-a-1), where a>0 and x>=b for some location parameter b>0. Zipf distribution is obtained when a=1.

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File URL: http://alejandria.ccm.itesm.mx/egap/documentos/CC-2007-07.src
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Publisher Info
Software component provided by Tecnológico de Monterrey, Campus Ciudad de México in its series EGAP Computer Code with number 2007-07.

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Programming language: GAUSS
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Date of creation: Dec 2007
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Handle: RePEc:ega:comcod:200707

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Web page: http://www.ccm.itesm.mx/egap/
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Related research
Keywords: Pareto distribution; Zipf distribution; Pareto random numbers; Zipf random numbers; pseudorandom numbers; variates; GAUSS;

Find related papers by JEL classification:
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Econometric and Statistical Methods; Specific Distributions
C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

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This page was last updated on 2009-12-5.

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