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 <justinthong93 at
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)*
>
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>
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