diff --git a/CHANGELOG b/CHANGELOG
--- a/CHANGELOG
+++ b/CHANGELOG
@@ -1,4 +1,7 @@
-# Changelog
+	# Changelog
+
+	- 2.0.1 (2018-01-30)
+	* Add Normal-Gamma and Pareto distributions
 
 	- 2.0.0 (2018-01-29)
 	* Add Laplace and Zipf-Mandelbrot distribution
diff --git a/mwc-probability.cabal b/mwc-probability.cabal
--- a/mwc-probability.cabal
+++ b/mwc-probability.cabal
@@ -1,5 +1,5 @@
 name:                mwc-probability
-version:             2.0.0
+version:             2.0.1
 homepage:            http://github.com/jtobin/mwc-probability
 license:             MIT
 license-file:        LICENSE
diff --git a/src/System/Random/MWC/Probability.hs b/src/System/Random/MWC/Probability.hs
--- a/src/System/Random/MWC/Probability.hs
+++ b/src/System/Random/MWC/Probability.hs
@@ -77,6 +77,7 @@
   , chiSquare
   , beta
   , student
+  , pareto
   -- *** Dirichlet process
   , dirichlet
   , symmetricDirichlet  
@@ -261,6 +262,15 @@
   w <- gamma b 1
   return $ u / (u + w)
 {-# INLINABLE beta #-}
+
+-- | The Pareto distribution with specified index `a` and minimum `xmin` parameters.
+--
+-- Both `a` and `xmin` must be positive.
+pareto :: PrimMonad m => Double -> Double -> Prob m Double
+pareto a xmin = do
+  y <- exponential a
+  return $ xmin * exp y
+{-# INLINABLE pareto #-}  
 
 -- | The Dirichlet distribution.
 dirichlet