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.
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.