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Pareto Second Kind (Lomax) Distribution¶
\(c>0.\) This is Pareto of the first kind with \(L=-1.0\) so \(x\geq0\)
\begin{eqnarray*} f\left(x;c\right) & = & \frac{c}{\left(1+x\right)^{c+1}}\\ F\left(x;c\right) & = & 1-\frac{1}{\left(1+x\right)^{c}}\\ G\left(q;c\right) & = & \left(1-q\right)^{-1/c}-1\end{eqnarray*}
\[h\left[X\right]=\frac{1}{c}+1-\log\left(c\right).\]
Implementation: scipy.stats.lomax