GRAN6: Gauss procedure to generate Pareto-distributed random numbers

Carlos M. Urzúa ()

EGAP Computer Code from Tecnológico de Monterrey, Campus Ciudad de México

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.

Language: GAUSS
Keywords: Pareto distribution; Zipf distribution; Pareto random numbers; Zipf random numbers; pseudo-random numbers; variates; GAUSS (search for similar items in EconPapers)
JEL-codes: C15 C16 C87 (search for similar items in EconPapers)
Date: 2007-12
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://alejandria.ccm.itesm.mx/egap/documentos/CC-2007-07.txt (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:ega:comcod:200707

Access Statistics for this software item

More software in EGAP Computer Code from Tecnológico de Monterrey, Campus Ciudad de México
Contact information at EDIRC.
Series data maintained by Amaranta Arroyo ().