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# Generalized Pareto Distribution

## Parameters

- continuous shape parameter
- continuous scale parameter ()
- continuous location parameter

## Worksheet and VBA Functions

The following worksheet and VBA functions are available for this distribution:

 Description VBA Functions Worksheet Functions Distribution Fitting - ``` =DistFit("GenPareto";Data) ``` Probability Density Function `GenParetoPdf(x,k,sigma,mu)` ``` =GenParetoPdf(k;sigma;mu) =DistPdf("GenPareto(k;sigma;mu)";x) ``` Cumulative Distribution Function `GenParetoCdf(x,k,sigma,mu)` ``` =GenParetoCdf(k;sigma;mu) =DistCdf("GenPareto(k;sigma;mu)";x) ``` Survival Function `GenParetoSurv(x,k,sigma,mu)` ``` =DistSurv("GenPareto(k;sigma;mu)";x) ``` Hazard Function `GenParetoHaz(x,k,sigma,mu)` ``` =GenParetoHaz(k;sigma;mu) =DistHaz("GenPareto(k;sigma;mu)";x) ``` Cumulative Hazard Function `GenParetoCumHaz(x,k,sigma,mu)` ``` =DistCumHaz("GenPareto(k;sigma;mu)";x) ``` Inverse CDF (Quantile Function) `GenParetoInv(P,k,sigma,mu)` ``` =GenParetoInv(k;sigma;mu) =DistInv("GenPareto(k;sigma;mu)";P) ``` Random Numbers `GenParetoRand(k,sigma,mu)` ``` =GenParetoRand(k;sigma;mu) =DistRand("GenPareto(k;sigma;mu)") ``` Mode `GenParetoMode(k,sigma,mu)` ``` =DistMode("GenPareto(k;sigma;mu)") ``` Mean `GenParetoMean(k,sigma,mu)` ``` =GenParetoMean(k;sigma;mu) =DistMean("GenPareto(k;sigma;mu)") ``` Variance `GenParetoVar(k,sigma,mu)` ``` =GenParetoVar(k;sigma;mu) =DistVar("GenPareto(k;sigma;mu)") ``` Standard Deviation `GenParetoStdev(k,sigma,mu)` ``` =GenParetoStdev(k;sigma;mu) =DistStdev("GenPareto(k;sigma;mu)") ``` Skewness `GenParetoSkew(k,sigma,mu)` ``` =DistSkew("GenPareto(k;sigma;mu)") ``` (Excess) Kurtosis `GenParetoKurt(k,sigma,mu)` ``` =DistKurt("GenPareto(k;sigma;mu)") ```