Past exam of the mathematics course of the University of Cambridge / 2003 / iii / Paper 43 / 1 / b / ii

Integrating the Pareto distribution proposal yields $G(x)=1-(a/x{)}^b$ for $x\ge a$. For an independent uniform random variable $U$, solve $G(Y)=U$ to obtain the inverse transform sampling ruleEquivalently $Y=a{U}^{-1/b}$ because $1-U$ is also uniformly distributed. In implementation choose $U$ strictly between zero and one so that the inverse is finite.