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Runuran (version 0.40)

urburr: UNU.RAN Burr random variate generator

Description

UNU.RAN random variate generator for the Burr distribution with shape1 and shape2. It also allows sampling from the truncated distribution.

[Special Generator] -- Sampling Function: Burr.

Usage

urburr(n, a, b, lb=0, ub=Inf)

Arguments

n

size of required sample.

a,b

positive shape parameters of the Burr distribution.

lb

lower bound of (truncated) distribution.

ub

upper bound of (truncated) distribution.

Author

Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.

Details

The Burr distribution with parameters a and b has density $$ f(x) = a (b-1) x^{a-1}/(1+x^a)^b $$ for \(x \ge 0\), \(a \ge 1\) and \(b \ge 2\).

The generation algorithm uses transformed density rejection ‘TDR’. The parameters lb and ub can be used to generate variates from the Burr distribution truncated to the interval (lb,ub).

References

W. H\"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg

See Also

runif and .Random.seed about random number generation and unuran for the UNU.RAN class.

Examples

Run this code
## Create a sample of size 1000
x <- urburr(n=1000,a=2,b=3)

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