GeneralizedParetoDistribution.SurvivorDistributionFunction Method

public override double SurvivorDistributionFunction(
	double x
)

Public Overrides Function SurvivorDistributionFunction ( 
	x As Double
) As Double

public:
virtual double SurvivorDistributionFunction(
	double x
) override

abstract SurvivorDistributionFunction : 
        x : float -> float 
override SurvivorDistributionFunction : 
        x : float -> float 

ParametersPermalink

x  Double

A real number.

Return ValuePermalink

The survivor distribution function (SDF) is the complement of the cumulative distribution function (CDF). The function gives the probability that a sample from the distribution will be greater than or equal to the specified value.

This method is particularly useful for calculating upper tail probabilities, as round-off error is avoided.

ReferencePermalink