Draw samples from a Pareto II or Lomax distribution with
The Lomax or Pareto II distribution is a shifted Pareto
distribution. The classical Pareto distribution can be
obtained from the Lomax distribution by adding 1 and
multiplying by the scale parameter m (see Notes). The
smallest value of the Lomax distribution is zero while for the
classical Pareto distribution it is mu, where the standard
Pareto distribution has location mu = 1. Lomax can also
be considered as a simplified version of the Generalized
Pareto distribution (available in SciPy), with the scale set
to one and the location set to zero.
mu = 1
The Pareto distribution must be greater than zero, and is
unbounded above. It is also known as the “80-20 rule”. In
this distribution, 80 percent of the weights are in the lowest
20 percent of the range, while the other 20 percent fill the
remaining 80 percent of the range.
a (float or array_like of floats) – Shape of the distribution. Should be greater than zero.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m, n, k), then
m * n * k samples are drawn. If size is None (default),
a single value is returned if a is a scalar. Otherwise,
mt.array(a).size samples are drawn.
(m, n, k)
m * n * k
chunk_size (int or tuple of int or tuple of ints, optional) – Desired chunk size on each dimension
gpu (bool, optional) – Allocate the tensor on GPU if True, False as default
dtype (data-type, optional) – Data-type of the returned tensor.
out – Drawn samples from the parameterized Pareto distribution.
Tensor or scalar
probability density function, distribution or cumulative density function, etc.
The probability density for the Pareto distribution is
where \(a\) is the shape and \(m\) the scale.
The Pareto distribution, named after the Italian economist
Vilfredo Pareto, is a power law probability distribution
useful in many real world problems. Outside the field of
economics it is generally referred to as the Bradford
distribution. Pareto developed the distribution to describe
the distribution of wealth in an economy. It has also found
use in insurance, web page access statistics, oil field sizes,
and many other problems, including the download frequency for
projects in Sourceforge 1. It is one of the so-called
Francis Hunt and Paul Johnson, On the Pareto Distribution of
Pareto, V. (1896). Course of Political Economy. Lausanne.
Reiss, R.D., Thomas, M.(2001), Statistical Analysis of Extreme
Values, Birkhauser Verlag, Basel, pp 23-30.
Wikipedia, “Pareto distribution”,
Draw samples from the distribution:
>>> import mars.tensor as mt
>>> a, m = 3., 2. # shape and mode
>>> s = (mt.random.pareto(a, 1000) + 1) * m
Display the histogram of the samples, along with the probability
>>> import matplotlib.pyplot as plt
>>> count, bins, _ = plt.hist(s.execute(), 100, normed=True)
>>> fit = a*m**a / bins**(a+1)
>>> plt.plot(bins, max(count)*fit/max(fit), linewidth=2, color='r')