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Probabilities.GenParetoStat Method
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Generalized Pareto value distribution statistic parameters.

Syntax
C#
Visual Basic
public static void GenParetoStat(double k, double Mu, double sigma, out double AMean, out double AVariance, out double ASkewness, out double AKurtosis);
Parameters
Parameters 
Description 
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. 
out double AMean 
Returns distribution mean estimate. 
out double AVariance 
Returns distribution variance estimate. 
out double ASkewness 
Returns distribution skewness estimate. 
out double AKurtosis 
Returns distribution kurtosis estimate. 
Remarks

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

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