About: Generalized Pareto distribution

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Family of probability distributions often used to model tails or extreme values

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  • famille de lois de probabilité (fr)
  • family of probability distributions often used to model tails or extreme values (en)
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  • 320 (xsd:integer)
dbp:moments
  • (en)
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  • Generalized Pareto distribution (en)
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dbp:pdf
  • where (en)
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  • GPD distribution functions for and different values of and (en)
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  • 320 (xsd:integer)
dbp:support
  • (en)
dbp:type
  • density (en)
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  • Generalized Pareto distribution (en)
  • Узагальнений розподіл Парето (uk)
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