Interpretation of histfit output ('gp' - Generalized Pareto distribution)

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Julia 2015-11-18

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回答： Walter Roberson 2015-11-18

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I have fitted the Pareto distribution to a histogramm using histfit 'gp'. The results are h(1)= 0.0287 and h(2)=1.0223.

I have searched to find an interpretation for this values, but could not find one. E.g. which parameters do they represent of the formula on this page http://au.mathworks.com/help/stats/generalized-pareto-distribution.html ?

Cheers

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Walter Roberson 2015-11-18

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I suspect those are the k and sigma parameters from that page. The documentation for histfit says that for 'gp' the threshold parameter theta is 0.

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AI and Statistics Statistics and Machine Learning Toolbox Probability Distributions Continuous Distributions Generalized Pareto Distribution

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