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Generalized Pareto Distribution

Fit, evaluate, and generate random samples from generalized Pareto distribution

Functions

makedistCreate probability distribution object
fitdistFit probability distribution object to data
distributionFitterOpen Distribution Fitter app
cdfCumulative distribution functions
icdfInverse cumulative distribution functions
iqrInterquartile range
meanMean of probability distribution
medianMedian of probability distribution
negloglikNegative log likelihood of probability distribution
paramciConfidence intervals for probability distribution parameters
pdfProbability density functions
proflikProfile likelihood function for probability distribution
randomRandom numbers
stdStandard deviation of probability distribution
truncateTruncate probability distribution object
varVariance of probability distribution
gpcdfGeneralized Pareto cumulative distribution function
gppdfGeneralized Pareto probability density function
gpinvGeneralized Pareto inverse cumulative distribution function
gplikeGeneralized Pareto negative log-likelihood
gpstatGeneralized Pareto mean and variance
gpfitGeneralized Pareto parameter estimates
gprndGeneralized Pareto random numbers

Using Objects

GeneralizedParetoDistributionGeneralized Pareto probability distribution object

Topics

Generalized Pareto Distribution

The generalized Pareto distribution is often used to model the tails of another distribution.

Nonparametric and Empirical Probability Distributions

Estimate a probability density function or a cumulative distribution function from sample data.

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