You are here: Symbol Reference > Probabilities Namespace > Functions > Probabilities.GenParetoPDF Function
Generalized Pareto probability density function (PDF).
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Parameters |
Description |
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x |
Distribution domain, real value, if k >= 0 valid on open interval (Mu,Inf), if k < 0, valid if 0 <= (x-Mu)/sigma <= -1/k. |
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k |
Defines distribution shape parameter, real value. |
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Mu |
Defines distribution location parameter, real value. |
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sigma |
Defines distribution scale parameter, positive real value. |
the Generalized Pareto probability density function (PDF) for value x using the parameters a and b. Both parameters k, Mu and sigma.
Calculates the Generalized Pareto distribution probability density function, defined by the equation:
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