Pareto Second Kind (Lomax) DistributionΒΆ
This is Pareto of the first kind with \(L=-1.0\) . There is one shape parameter \(c>0\) and support \(x\geq0\).
\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