MATLAB: Random Numbers generation from pareto distibution and generalized exponential distrbution

Question

Hello I want to know that how can I generate random numbers from pareto distribution as matlab is giving me inbuilt function for generating random number from generalized pareto distribution but I don't want that function I want only pareto distribution for generating random numbers. Similarly matlab is providing me function for generating random numbers from exponential distribution but I want to generate random numbers from generalized exponential distribution for which there is no inbuilt function.

In short I want to generate random numbers from Pareto Distribution and Generalized Exponential Distribution.

Thank You

Jeet Trivedi

Answer 1

n = 100;
x = rand(n,1);
y_ge = mu-log(1-x.^(1/alpha))/lambda;
y_p = lambda*(1-x).^(-1/alpha);

generates 100 random numbers for the generalized exponential and the pareto distribution.

Best wishes

Torsten.