procedure GenParetoStat(k: Double; Mu: Double; sigma: Double; out AMean: Double; out AVariance: Double; out ASkewness: Double; out AKurtosis: Double);
Generalized Pareto value distribution statistic parameters.
| # | Name | Description |
|---|---|---|
| 1 | AMean | Returns distribution mean estimate. |
| 2 | AVariance | Returns distribution variance estimate. |
| 3 | ASkewness | Returns distribution skewness estimate. |
| 4 | AKurtosis | Returns distribution kurtosis estimate. |
| 5 | k | Defines distribution shape parameter, real value. |
| 6 | Mu | Defines distribution location parameter, real value. |
| 7 | sigma | Defines distribution scale parameter, positive real value. |
Result: stored in self (calling object)
Remarks:
Calculates Generalized Pareto distribution mean, variance, skewness and kurtosis values using parameters k, Mu and sigma.