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GRAN6: Gauss procedure to generate Pareto-distributed random numbers

Carlos 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
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