GeneralizedParetoDistribution Class

[SerializableAttribute]
public class GeneralizedParetoDistribution : ContinuousDistribution

<SerializableAttribute>
Public Class GeneralizedParetoDistribution
	Inherits ContinuousDistribution

[SerializableAttribute]
public ref class GeneralizedParetoDistribution : public ContinuousDistribution

[<SerializableAttribute>]
type GeneralizedParetoDistribution = 
    class
        inherit ContinuousDistribution
    end

Inheritance

Object  →  Distribution  →  ContinuousDistribution  →  GeneralizedParetoDistribution

The Generalized Pareto distribution is a generalization of the ParetoDistribution that is often used to model the tails of a wide variety of distributions.

If the shape parameter is zero, the Generalized Pareto distribution reduces to an exponential distribution.

Reference