Pareto Distribution Inverse CDF Calculator

Pareto Distribution Inverse CDF Calculator

Enter a probability \( u \) (with \( 0 \le u < 1 \)), the scale parameter \( x_m \), and the shape parameter \(\alpha\). The quantile is computed as: $$ x = \frac{x_m}{(1-u)^{1/\alpha}}. $$

* Ensure \( x_m > 0 \), \(\alpha > 0\), and \(0 \le u < 1\). Note that \( u=1 \) is not allowed.

Step 1: Enter Parameters

e.g., 0.5 (Must be between 0 and 1, not including 1)

e.g., 5

e.g., 2

How It Works

The Pareto Distribution inverse CDF (quantile function) is given by: $$ x = \frac{x_m}{(1-u)^{1/\alpha}}, $$ where \( u \) is the probability value (with \( 0 \le u < 1 \)).

For \( u=0 \), the quantile equals the scale parameter \( x_m \); as \( u \) approaches 1, the quantile tends to infinity.

Formula: \( x = \frac{x_m}{(1-u)^{1/\alpha}} \)

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