2010•Romanian Journal of Economic ForecastingRequires access

On Generalized Pareto Distributions

I. Mazilu

Open publisher page 13 citations

Abstract

This paper discusses a set of algorithms for numerical simulation of the Generalized Pareto Distribution and the propositions they are based on. The numerical results and the histogram of generating data are also presented.

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What this paper is about

This paper discusses a set of algorithms for numerical simulation of the Generalized Pareto Distribution and the propositions they are based on. The numerical results and the histogram of generating data are also presented.

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OpenAlex reports 13 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

This paper discusses a set of algorithms for numerical simulation of the Generalized Pareto Distribution and the propositions they are based on. The numerical results and the histogram of generating data are also presented.

Key concepts: Pareto principle, Lomax distribution, Pareto interpolation, Set (abstract data type), Histogram, Generalized Pareto distribution, Distribution (mathematics), Pareto distribution

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