Probabilities.ParetoStat Method

void ParetoStat(Double a, Double b, ref Double AMean, ref Double AVariance, ref Double ASkewness, ref Double AKurtosis)

Pareto distribution statistic parameters.

#NameDescription
1AMeanReturns distribution mean estimate.
2AVarianceReturns distribution variance estimate.
3ASkewnessReturns distribution skewness estimate.
4AKurtosisReturns distribution kurtosis estimate.
5aDistribution scale parameter, real positive value.
6bDistribution shape parameter, real positive value, smaller than x.

Result: stored in self (calling object)

Remarks:

Calculates Pareto distribution mean, variance, skewness and kurtosis values using parameters a and b.