Lomax distribution#

class ctx.dist_lomax(n1, n2, lambda, **kwargs)#

where ctx is fpm, mpm, ipm, dec, gmp or apm.

These functions return PDF, CDF, and ICDF of the Lomax distribution with location \(a\), scale \(b > 0\), and the support interval \((-\infty,+\infty)\) :

See also: Wikipedia [1307], Kleiber and Kotz [415],

dist_lomax.pdf(x)#

Returns \(\text{pdf}_X(x)\), the probability density function (pdf) of a random variable \(X\), following an Lomax distribution:

\[\text{pdf}_X(x) = \frac{a}{b} \left(1 + \frac{x}{b} \right)^{-(a+1)}\]

>>> from mpdistrib import *
>>> mp.dps = 30
>>> mu = 0; sigma = 1; x = 3;
>>> print ("pdf: ", dist_lomax(mu, sigma).pdf(x))
6.3563523462564525615615615614561356E-20

dist_lomax.cdf(x)#

Returns \(\text{cdf}_X(x)\), the cumulative distribution function (cdf) of a random variable \(X\), following an Lomax distribution:

\[\text{cdf}_X(x) = 1 - \left(1 + \frac{x}{b} \right)^{-a}\]

>>> from mpdistrib import *
>>> mp.dps = 30
>>> mu = 0; sigma = 1; x = 3;
>>> print ("cdf: ", dist_lomax(mu, sigma).pdf(x))
6.3563523462564525615615615614561356E-20

dist_lomax.sf(x)#

Returns \(\text{sf}_X(x)\), the survival function function (sf) of a random variable \(X\), following an Lomax distribution:

\[\text{sf}_X(x) = \left(1 + \frac{x}{b} \right)^{-a}\]

>>> from mpdistrib import *
>>> mp.dps = 30
>>> mu = 0; sigma = 1; x = 3;
>>> print (" sf: ", dist_lomax(mu, sigma).pdf(x))
sf: 6.3563523462564525615615615614561356E-20

dist_lomax.qtf(q)#

Returns \(\text{qtf}_X(x)\), the quantile function function (qtf) of a random variable \(X\), following an Lomax distribution:

\[\text{qtf}_X(q) = b \left((1-p)^{-\frac{1}{a}} -1 \right)\]

>>> from mpdistrib import *
>>> mp.dps = 30
>>> mu = 0; sigma = 1; q = 0.3;
>>> print ("qtf: ", dist_lomax(mu, sigma).qtf(q))
qtf: 6.3563523462564525615615615614561356E+00

dist_lomax.isf(q)#

Returns \(\text{isf}_X(q)\), the inverse survival function function (isf) of a random variable \(X\), following an Lomax distribution:

\[\text{isf}_X(q) = b \left((1-q)^{-\frac{1}{a}} -1 \right)\]

>>> from mpdistrib import *
>>> mp.dps = 30
>>> mu = 0; sigma = 1; q = 0.3;
>>> print ("isf: ", dist_lomax(mu, sigma).isf(q))
6.3563523462564525615615615614561356E+00

dist_lomax.c_x(t)#

Returns \(C_X(t)\), the characteristic function of a random variable \(X\), following an Lomax distribution:

\[C_X(t) = \int_{0}^{\infty} e^{i tx} \text{pdf}_X(x) \mathrm{d} x\]

>>> from mpdistrib import *
>>> mp.dps = 30
>>> mu = 0; sigma = 1; t = 0.3;
>>> print ("c_x: ", dist_lomax(mu, sigma).c_x(t))
6.3563523462564525615615615614561356E+00

dist_lomax.m_x(t)#: Returns None, since the moment generating function does not exist.

dist_lomax.k_x(t, k=0)#: Returns None, since the cumulant generating function does not exist.

dist_lomax.moments(k)#

Returns the first \(j\) central moments, \(\mu_j, j = 1 \ldots k\), of a random variable \(X\), following an Lomax distribution (see Kleiber_2007_Dagum_moments). The kth moment exists for \(-k < a\) and equals

\[\mu_k = \frac{b^k \Gamma(a-k) \Gamma(1+k)}{\Gamma(a)}\]

>>> from mpdistrib import *
>>> mp.dps = 30
>>> mu = 0; sigma = 1; k = 6;
>>> print ("saddlepoint: ", dist_lomax(mu, sigma).moments(k))
6.3563523462564525615615615614561356E+00

dist_lomax.cumulants(k)#

Returns the first \(j\) cumulants, \(\kappa_j, j = 1 \ldots k\), of a random variable \(X\), following an Lomax distribution. The cumulants are calculated from the moments.

>>> from mpdistrib import *
>>> mp.dps = 30
>>> mu = 0; sigma = 1; k = 6;
>>> print ("saddlepoint: ", dist_lomax(mu, sigma).cumulants(k))
6.3563523462564525615615615614561356E+00

Lomax distribution

Contents

Lomax distribution#