\documentclass{article} \begin{document} \section{Continuous powerlaw with minimum cut-off} Exponent $\tau > 1$. \subsection{Also maximum cut-off} Let $m$ be the minimum, $M$ be the maximum.\\ PDF: $$f(x) = \frac{\tau-1}{m^{-(\tau-1)} - M^{-(\tau-1)}} x^{-\tau}$$ CDF: $$F(x) = \frac{m^{-(\tau-1)} - x^{-(\tau-1)}}{m^{-(\tau-1)} - M^{-(\tau-1)}}$$ Inverse: $$F^{-1}(y) = \left( (1-y) m^{-(\tau-1)} + y M^{-(\tau-1)} \right)^{\frac{-1}{\tau-1}}$$ i.e. linear interpolate between $M^{-(\tau-1)} < m^{-(\tau-1)}$.\\ $F^{-1}(0) = m$ and $F^{-1}(1) = M$.\\ For $m=1$ and $M$ steps of interpolation:\\ $F^{-1}(1/M) = \left( 1-M^{-1} + M^{-\tau} \right)^{\frac{-1}{\tau-1}}$\\ $F^{-1}(1-1/M) = \left( M^{-1} + M^{-(\tau-1)} - M^{-\tau} \right)^{\frac{-1}{\tau-1}}$ \subsection{No maximum cut-off} For $M=\infty$ we have:\\ PDF: $$f(x) = \frac{\tau-1}{m^{-(\tau-1)}} x^{-\tau} = \frac{\tau-1}{m} \left(\frac{x}{m}\right)^{-\tau}$$ CDF: $$F(x) = \frac{m^{-(\tau-1)} - x^{-(\tau-1)}}{m^{-(\tau-1)}} = 1 - \left(\frac{x}{m}\right)^{-(\tau-1)}$$ Inverse: $$F^{-1}(y) = \left( (1-y) m^{-(\tau-1)} \right)^{\frac{-1}{\tau-1}} = m \; \left( 1-y \right)^{\frac{-1}{\tau-1}}$$ For interpolation:\\ $F^{-1}(0) = m$\\ $F^{-1}(1-\frac{1}{n}) = m\cdot n^{\frac{1}{\tau-1}}$ \end{document}