The Pareto distribution
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Distribution name
|
Pareto
distribution
|
Common notation
|
|
Parameters
|
= shape
parameter ()
= scale
parameter ()
|
Domain
|
|
Probability density
function
|
|
Cumulative distribution
function
|
|
Mean
|
|
Variance
|
|
Skewness
|
|
(Excess) kurtosis
|
|
Other comments
|
Also known as the Pareto distribution of the second kind
in which case the Pareto distribution of the first kind has , and
.
|
Nematrian web functions
Functions relating to the above distribution may be accessed
via the Nematrian
web function library by using a DistributionName of “pareto”.
Functions relating to a generalised version of this distribution including an
additional location (i.e. shift) parameter may be accessed by using a DistributionName
of “pareto3”, see also including
additional shift and scale parameters. For details of other supported
probability distributions see here.
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