) σ For the hierarchy of generalized Pareto distributions, see, Generating generalized Pareto random variables, Exponentiated generalized Pareto distribution, The exponentiated generalized Pareto distribution (exGPD), Learn how and when to remove this template message, exponentiated generalized Pareto distribution, "Modelling Excesses over High Thresholds, with an Application", "Statistical inference using extreme order statistics", "Chapter 7: Pareto and Generalized Pareto Distributions", Mathworks: Generalized Pareto distribution, https://en.wikipedia.org/w/index.php?title=Generalized_Pareto_distribution&oldid=987592756, Probability distributions with non-finite variance, Articles needing additional references from March 2012, All articles needing additional references, Articles with unsourced statements from December 2019, Creative Commons Attribution-ShareAlike License, This page was last edited on 8 November 2020, at 01:36. ( 0000030905 00000 n
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