`scipy.stats._continuous_distns:genpareto_gen`

source: /scipy/stats/_continuous_distns.py :3147

Signature

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

Members

Summary

A generalized Pareto continuous random variable.

Extended Summary

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Notes

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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Aliases

scipy.stats._continuous_distns.genpareto_gen