Generalized Pareto distribution
id:
generalized-pareto-distribution-178-9202487
title:
Generalized Pareto distribution
text:
In statistics, the generalized Pareto distribution (GPD) is a family of continuous probability distributions. It is often used to model the tails of another distribution. It is specified by three parameters: location μ, scale σ, and shape ξ. Sometimes it is specified by only scale and shape and sometimes only by its shape parameter. Some references give the shape parameter as κ = − ξ.
brand slug:
wiki
category slug:
encyclopedia
description:
Family of probability distributions often used to model tails or extreme values
original url:
https://en.wikipedia.org/wiki/Generalized_Pareto_distribution
date created:
2006-12-25T01:28:03Z
date modified:
2024-09-04T16:49:10Z
main entity:
{"identifier":"Q5532448","url":"https://www.wikidata.org/entity/Q5532448"}
image:
{"content_url":"https://upload.wikimedia.org/wikipedia/commons/d/d7/Gpdpdf.svg","width":720,"height":539}
fields total:
13
integrity:
16