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

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Julia
Julia 2015 年 11 月 18 日
回答済み: Walter Roberson 2015 年 11 月 18 日
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
Walter Roberson 2015 年 11 月 18 日
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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