Inverse Pareto distribution

This tool calculates the Inverse of Pareto Cumulative Distribution Function. One of its uses is to calculate percentiles of a Pareto distribution.


Inverse Pareto Distribution formulas

X : a random variable following a Pareto distribution
`x_m` : scale parameter (> 0)
`alpha` : shape parameter (> 0)

The inverse of the cumulative distribution function F(x) is also called the 'quantile function', denoted Q(x). We have,

`F(x) = 1-(x_m/x)^alpha`   for `x>=x_m`

`F(x) = 1`   for `x < x_m`

`Q(x) = F^(-1)(x)`

See also

Pareto distribution Probabilities
Pareto distribution Chart
Statistics Calculators