      SUBROUTINE PARRAN(N,GAMMA,ISEED,X)
C
C     PURPOSE--THIS SUBROUTINE GENERATES A RANDOM SAMPLE OF SIZE N
C              FROM THE PARETO DISTRIBUTION
C              WITH TAIL LENGTH PARAMETER VALUE = GAMMA.
C              THE PROTOTYPE PARETO DISTRIBUTION USED
C              HEREIN IS DEFINED FOR ALL X GREATER THAN
C              OR EQUAL TO 1,
C              AND HAS THE PROBABILITY DENSITY FUNCTION
C              F(X) = GAMMA / (X**(GAMMA+1)).
C     INPUT  ARGUMENTS--N      = THE DESIRED INTEGER NUMBER
C                                OF RANDOM NUMBERS TO BE
C                                GENERATED.
C                     --GAMMA  = THE SINGLE PRECISION VALUE OF THE
C                                TAIL LENGTH PARAMETER.
C                                GAMMA SHOULD BE POSITIVE.
C     OUTPUT ARGUMENTS--X      = A SINGLE PRECISION VECTOR
C                                (OF DIMENSION AT LEAST N)
C                                INTO WHICH THE GENERATED
C                                RANDOM SAMPLE WILL BE PLACED.
C     OUTPUT--A RANDOM SAMPLE OF SIZE N
C             FROM THE PARETO DISTRIBUTION
C             WITH TAIL LENGTH PARAMETER VALUE = GAMMA.
C     PRINTING--NONE UNLESS AN INPUT ARGUMENT ERROR CONDITION EXISTS.
C     RESTRICTIONS--THERE IS NO RESTRICTION ON THE MAXIMUM VALUE
C                   OF N FOR THIS SUBROUTINE.
C                 --GAMMA SHOULD BE POSITIVE.
C     OTHER DATAPAC   SUBROUTINES NEEDED--UNIRAN.
C     FORTRAN LIBRARY SUBROUTINES NEEDED--NONE.
C     MODE OF INTERNAL OPERATIONS--SINGLE PRECISION.
C     LANGUAGE--ANSI FORTRAN (1977)
C     REFERENCES--TOCHER, THE ART OF SIMULATION,
C                 1963, PAGES 14-15.
C               --HAMMERSLEY AND HANDSCOMB, MONTE CARLO METHODS,
C                 1964, PAGE 36.
C               --JOHNSON AND KOTZ, CONTINUOUS UNIVARIATE
C                 DISTRIBUTIONS--1, 1970, PAGES 233-249.
C               --HASTINGS AND PEACOCK, STATISTICAL
C                 DISTRIBUTIONS--A HANDBOOK FOR
C                 STUDENTS AND PRACTITIONERS, 1975,
C                 PAGE 104.
C     WRITTEN BY--JAMES J. FILLIBEN
C                 STATISTICAL ENGINEERING DIVISION
C                 CENTER FOR APPLIED MATHEMATICS
C                 NATIONAL BUREAU OF STANDARDS
C                 WASHINGTON, D. C. 20234
C                 PHONE--301-921-3651
C     NOTE--DATAPLOT IS A REGISTERED TRADEMARK
C           OF THE NATIONAL BUREAU OF STANDARDS.
C           THIS SUBROUTINE MAY NOT BE COPIED, EXTRACTED,
C           MODIFIED, OR OTHERWISE USED IN A CONTEXT
C           OUTSIDE OF THE DATAPLOT LANGUAGE/SYSTEM.
C     LANGUAGE--ANSI FORTRAN (1966)
C               EXCEPTION--HOLLERITH STRINGS IN FORMAT STATEMENTS
C                          DENOTED BY QUOTES RATHER THAN NH.
C     VERSION NUMBER--82.6
C     ORIGINAL VERSION--NOVEMBER  1975.
C     UPDATED         --DECEMBER  1981.
C     UPDATED         --MAY       1982.
C
C-----CHARACTER STATEMENTS FOR NON-COMMON VARIABLES-------------------
C
C---------------------------------------------------------------------
C
      DIMENSION X(*)
C
C---------------------------------------------------------------------
C
CCCCC CHARACTER*4 IFEEDB
CCCCC CHARACTER*4 IPRINT
C
CCCCC COMMON /MACH/IRD,IPR,CPUMIN,CPUMAX,NUMBPC,NUMCPW,NUMBPW
CCCCC COMMON /PRINT/IFEEDB,IPRINT
C
      IPR=6
C
C-----START POINT-----------------------------------------------------
C
C     CHECK THE INPUT ARGUMENTS FOR ERRORS
C
      IF(N.LT.1)GOTO50
      IF(GAMMA.LE.0.0)GOTO60
      GOTO90
   50 WRITE(IPR, 5)
      WRITE(IPR,47)N
      RETURN
   60 WRITE(IPR,15)
      WRITE(IPR,46)GAMMA
      RETURN
   90 CONTINUE
    5 FORMAT(1H , 91H***** FATAL ERROR--THE FIRST  INPUT ARGUMENT TO THE
     1 PARRAN SUBROUTINE IS NON-POSITIVE *****)
   15 FORMAT(1H , 91H***** FATAL ERROR--THE SECOND INPUT ARGUMENT TO THE
     1 PARRAN SUBROUTINE IS NON-POSITIVE *****)
   46 FORMAT(1H , 35H***** THE VALUE OF THE ARGUMENT IS ,E15.8,6H *****)
   47 FORMAT(1H , 35H***** THE VALUE OF THE ARGUMENT IS ,I8   ,6H *****)
C
C     GENERATE N UNIFORM (0,1) RANDOM NUMBERS;
C
      CALL UNIRAN(N,ISEED,X)
C
C     GENERATE N PARETO DISTRIBUTION RANDOM NUMBERS
C     USING THE PERCENT POINT FUNCTION TRANSFORMATION METHOD.
C
      DO100I=1,N
      X(I)=(1.0-X(I))**(-1.0/GAMMA)
  100 CONTINUE
C
      RETURN
      END
