Density Function. The standard Pareto distribution has the probability density function:

where

a |
is the shape parameter |

b |
is the scale parameter |

Distribution Function. The cumulative distribution function (the term was first introduced by Wilks, 1943) for the Pareto distribution is:

F(x) = 1 - x(-c)

Pareto. This field displays the current variate value for the Pareto distribution. When you edit this value (either manually or with the microscrolls), Statistica computes the associated p-value for the specified shape parameter.

p. This field displays the p-value computed from the specified variate value and shape parameter or you can enter a desired p-value (either manually or edit the existing value with the microscrolls) and compute the critical value of the distribution for the specified parameters.

Shape. Specify here the shape parameter of the distribution, c. If this parameter is changed, then the p-value will be recomputed based on the respective variate value.