You are here: Symbol Reference > Probabilities Namespace > Functions > Probabilities.GenParetoStat Function
MtxVec VCL
ContentsIndex
PreviousUpNext
Probabilities.GenParetoStat Function
Probabilities | Functions
Collapse All

Generalized Pareto value distribution statistic parameters.

Pascal
procedure GenParetoStat(k: double; Mu: double; sigma: double; out AMean: double; out AVariance: double; out ASkewness: double; out AKurtosis: double); overload;
File
Parameters
Parameters 
Description 
k 
Defines distribution shape parameter, real value. 
Mu 
Defines distribution location parameter, real value. 
sigma 
Defines distribution scale parameter, positive real value. 
AMean 
Returns distribution mean estimate. 
AVariance 
Returns distribution variance estimate. 
ASkewness 
Returns distribution skewness estimate. 
AKurtosis 
Returns distribution kurtosis estimate. 
Description

procedure GenExtValueStat(k, Mu, sigma: single; out AMean, AVariance, ASkewness, AKurtosis : single); overload;  

Calculates Generalized Pareto distribution mean, variance, skewness and kurtosis values using parameters k, Mu and sigma.

Group
Links
Copyright (c) 1999-2025 by Dew Research. All rights reserved.
What do you think about this topic? Send feedback!