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Generalized Pareto Distribution

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

Functions

makedist Create probability distribution object
fitdist Fit probability distribution object to data
dfittool Open Distribution Fitting app
cdf Cumulative distribution functions
icdf Inverse cumulative distribution functions
iqr Interquartile range
mean Mean of probability distribution
median Median of probability distribution
negloglik Negative log likelihood of probability distribution
paramci Confidence intervals for probability distribution parameters
pdf Probability density functions
proflik Profile likelihood function for probability distribution
random Random numbers
std Standard deviation of probability distribution
truncate Truncate probability distribution object
var Variance of probability distribution
gpcdf Generalized Pareto cumulative distribution function
gppdf Generalized Pareto probability density function
gpinv Generalized Pareto inverse cumulative distribution function
gplike Generalized Pareto negative log-likelihood
gpstat Generalized Pareto mean and variance
gpfit Generalized Pareto parameter estimates
gprnd Generalized Pareto random numbers
random Random numbers

Using Objects

GeneralizedParetoDistribution Generalized 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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