Distribution Fitting Software & Articles

Generalized Pareto Distribution

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Parameters

- shape parameter
- scale parameter ()
- location parameter

Domain

Probability Density Function (PDF)

Generalized Pareto distribution PDF

Generalized Pareto Distribution Fitting

EasyFit allows to automatically or manually fit the Generalized Pareto distribution and 55 additional distributions to your data, compare the results, and select the best fitting model using the goodness of fit tests and interactive graphs. Watch the short video about EasyFit and get your free trial.

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Generalized Pareto Distribution Graphs and Properties

EasyFit displays all graphs and properties of the Generalized Pareto distribution, presenting the results in an easy to read & understand manner. EasyFit calculates statistical moments (mean, variance etc.), quantiles, tail probabilities depending on the distribution parameters you specify.

Random Numbers from the Generalized Pareto Distribution

You can easily generate random numbers from the Generalized Pareto distribution in a variety of ways:

  • directly from EasyFit
  • in Excel sheets using the worksheet functions provided by EasyFitXL
  • in your VBA applications using the EasyFitXL library

Excel Worksheet and VBA Functions

EasyFitXL enables you to use the following functions in your Excel sheets and VBA applications:

Function Name
Description
GenParetoPdf Probability Density Function
GenParetoCdf Cumulative Distribution Function
GenParetoHaz Hazard Function
GenParetoInv Inverse CDF (Quantile Function)
GenParetoRand Random Numbers
GenParetoMean Mean
GenParetoVar Variance
GenParetoStdev Standard Deviation

Learn more: EasyFit Help on the Generalized Pareto distribution