`scipy.stats._continuous_distns:genpareto_gen`

Signature

class genpareto_gen(momtype = 1, a = None, b = None, xtol = 1e-14, badvalue = None, name = None, longname = None, shapes = None, seed = None)

A generalized Pareto continuous random variable.

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The probability density function for genpareto is:

f (x, c) = (1 + c x)^{- 1 - 1/ c}

defined for $x \geq 0$ if $c \geq 0$ , and for $0 \leq x \leq - 1/ c$ if $c < 0$ .

genpareto takes c as a shape parameter for $c$ .

For $c = 0$ , genpareto reduces to the exponential distribution, expon:

f (x, 0) = exp (- x)

For $c = - 1$ , genpareto is uniform on [0, 1]:

f (x, - 1) = 1

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