On Generalized Pareto Distributions
I. Mazilu
Abstract
I. Mazilu
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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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