广义帕雷托分布
广义Pareto分布
MATLAB中如何产生pareto分布
函数 X = gprnd(X,K,sigma,theta,[M,N,...]) 。当 sigma=theta 时,就可以生成通常的pareto分布。
X = gprnd(1/2,15,15,1,10^6),即尾部参数为 alpha=2, 位置参数为 k = 15。
function r = gprnd(k,sigma,theta,varargin)
%GPRND Random arrays from the generalized Pareto distribution.
% R = GPRND(K,SIGMA,THETA) returns an array of random numbers chosen from the
% generalized Pareto (GP) distribution with tail index (shape) parameter K,
% scale parameter SIGMA, and threshold (location) parameter THETA. The size
% of R is the common size of K, SIGMA, and THETA if all are arrays. If any
% parameter is a scalar, the size of R is the size of the other parameters.
%
% R = GPRND(K,SIGMA,THETA,M,N,...) or R = GPRND(K,SIGMA,[M,N,...]) returns
% an M-by-N-by-... array.