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* DONE, for mu. Note that we need to get rid of mu when it is not the mean. From: Brian Gough <bjg@network-theory.co.uk> To: briggsk@info.bt.co.uk Cc: gsl-discuss@sourceware.cygnus.com Subject: Re: Pareto Distribution Date: Sun, 9 Jul 2000 20:05:03 +0100 (BST) Yes, we should adopt the conventions from a standard reference book -- the existing functions are drawn from a variety of sources, mostly Devroye's book on Random Variates (which is public domain, but not available electronically unfortunately). Maybe the three volumes of Johnson & Kotz on Univariate Distributions would do, for example. Patches are welcome from anyone who wants sort this out. Keith Briggs writes: > Another thing to think about: some of the other distributions > have a argument `mu' to the C function which is a parameter > which is not the mean. This is non-standard and confusing. > (Also, in the Pareto function, `a' is normally called beta, > `b' is normally called alpha.) > > Keith > > +-------------------------------------------------------------------+ > | Dr. Keith M. Briggs, Complexity Research Group, BT Research Labs. | > | Adastral Park admin2 pp5, Martlesham Heath, IP5 3RE, Suffolk, UK | > | Tel. 01473 641 911 Fax. 01473 647 410. Home tel: 01473 625 972 | > | www.bt.com | personal homepage: www.labs.bt.com/people/briggsk2/ | > +-------------------------------------------------------------------+* The exponential power distribution method could be speeded up byusing a rational function approximation for the rejection scalingparameter.* Do something about the possibility of the user providing invalidparameters (e.g. negative variance etc). Not sure what to do though,since returning an error code is not possible. Maybe just return zero.* Add the triangular distribution.* Look at Marsaglia & Tsang, "The Monte Python Method for generatingrandom variables", ACM TOMS Vol 24, No 3, p341 and the paper on the Ziggurat Method: Journal of Statistical Software,Volume 05 Issue 08. George Marsaglia and Wai Wan Tsang. "The zigguratmethod for generating random variables"
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