GRAN6: Gauss procedure to generate Pareto-distributed random numbers
AbstractGeneration 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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Bibliographic InfoSoftware component provided by Tecnológico de Monterrey, Campus Ciudad de México in its series EGAP Computer Code with number 2007-07.
Programming language: GAUSS
Date of creation: Dec 2007
Date of revision:
Pareto distribution; Zipf distribution; Pareto random numbers; Zipf random numbers; pseudo-random numbers; variates; GAUSS;
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