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Probabilities.GenParetoPDF Method
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Generalized Pareto probability density function (PDF).

Syntax
C#
Visual Basic
public static double GenParetoPDF(double x, double k, double Mu, double sigma);
Parameters
Parameters 
Description 
double 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. 
double k 
Defines distribution shape parameter, real value. 
double Mu 
Defines distribution location parameter, real value. 
double sigma 
Defines distribution scale parameter, positive real value. 
Returns

the Generalized Pareto probability density function (PDF) for value x using the parameters a and b. Both parameters k, Mu and sigma.

Remarks

Calculates the Generalized Pareto distribution probability density function, defined by the equation: 

 

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