void GenParetoStat(double k, double Mu, double sigma, double &AMean, double &AVariance, double &ASkewness, double &AKurtosis);
Generalized Pareto value distribution statistic parameters.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | k | double | Defines distribution shape parameter, real value. |
| 2 | Mu | double | Defines distribution location parameter, real value. |
| 3 | sigma | double | Defines distribution scale parameter, positive real value. |
| 4 | AMean | double & | Returns distribution mean estimate. |
| 5 | AVariance | double & | Returns distribution variance estimate. |
| 6 | ASkewness | double & | Returns distribution skewness estimate. |
| 7 | AKurtosis | double & | Returns distribution kurtosis estimate. |
Remarks:
Calculates Generalized Pareto distribution mean, variance, skewness and kurtosis values using parameters k, Mu and sigma.
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler