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  2. Generalized Pareto distribution - Wikipedia

    en.wikipedia.org/wiki/Generalized_Pareto...

    In statistics, the generalized Pareto distribution (GPD) is a family of continuous probability distributions.It is often used to model the tails of another distribution. It is specified by three parameters: location , scale , and shape

  3. Pareto distribution - Wikipedia

    en.wikipedia.org/wiki/Pareto_distribution

    The Pareto distribution, named after the Italian civil engineer, economist, and sociologist Vilfredo Pareto, [2] is a power-law probability distribution that is used in description of social, quality control, scientific, geophysical, actuarial, and many other types of observable phenomena; the principle originally applied to describing the distribution of wealth in a society, fitting the trend ...

  4. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    The generalized Pareto distribution has a support which is either bounded below only, or bounded both above and below The metalog distribution , which provides flexibility for unbounded, bounded, and semi-bounded support, is highly shape-flexible, has simple closed forms, and can be fit to data using linear least squares.

  5. Category:Continuous distributions - Wikipedia

    en.wikipedia.org/wiki/Category:Continuous...

    Generalized Dirichlet distribution; Generalized extreme value distribution; Generalized gamma distribution; Generalized integer gamma distribution; Generalized inverse Gaussian distribution; Generalized logistic distribution; Generalized multivariate log-gamma distribution; Generalized normal distribution; Generalized Pareto distribution ...

  6. q-exponential distribution - Wikipedia

    en.wikipedia.org/wiki/Q-exponential_distribution

    The q-exponential is a special case of the generalized Pareto distribution where =, =, = (). The q-exponential is the generalization of the Lomax distribution (Pareto Type II), as it extends this distribution to the cases of finite support.

  7. List of statistics articles - Wikipedia

    en.wikipedia.org/wiki/List_of_statistics_articles

    Fan chart (time series) Fano factor; Fast Fourier transform; ... Generalized Pareto distribution; Generalized Procrustes analysis; Generalized randomized block design;

  8. GPD - Wikipedia

    en.wikipedia.org/wiki/GPD

    Generalized Pareto distribution, in statistics; Generalized parton distributions, in particle physics; Glyceraldehyde phosphate dehydrogenase; GamePad Digital, a Chinese handheld game console maker (e.g.: GPD XD, GPD Win)

  9. Generalized beta distribution - Wikipedia

    en.wikipedia.org/wiki/Generalized_Beta_distribution

    In probability and statistics, the generalized beta distribution [1] ... (also referred to as the double Pareto distribution [9]) is defined by: [10]