Interpretation of histfit output ('gp' - Generalized Pareto distribution)

1 vue (au cours des 30 derniers jours)
Julia
Julia le 18 Nov 2015
Réponse apportée : Walter Roberson le 18 Nov 2015
I have fitted the Pareto distribution to a histogramm using histfit 'gp'. The results are h(1)= 0.0287 and h(2)=1.0223.
I have searched to find an interpretation for this values, but could not find one. E.g. which parameters do they represent of the formula on this page http://au.mathworks.com/help/stats/generalized-pareto-distribution.html ?
Cheers

Connectez-vous pour répondre à cette question.

Réponse acceptée

Walter Roberson
Walter Roberson le 18 Nov 2015
I suspect those are the k and sigma parameters from that page. The documentation for histfit says that for 'gp' the threshold parameter theta is 0.

Plus de réponses (0)

Catégories

En savoir plus sur Generalized Pareto Distribution dans Help Center et File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by