Pareto III random variate
- From: Giulio Bottazzi <g1ul10@xxxxxxxxx>
- Date: Wed, 31 May 2006 07:46:31 GMT
Hello,
I need to generate a random variate distributed according a Pareto III,
essentially a pareto with an exponential dumping. The distribution is
F(x) = 1-(x/s+1)^{-a}*exp(-b*x/s) x \in [0,+\inty)
does someone have some idea on how to do it (apart generating an
uniform in [0,1) and numerically inverting F) ?
Many thaks,
Giulio.
.
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