Learn about the generalized Pareto distribution used to model extreme events
from a distribution.
Estimate a probability density function or a cumulative
distribution function from sample data.
Fit a nonparametric probability distribution to sample data using Pareto tails
to smooth the distribution in the tails.
Estimate the cumulative distribution function (cdf) from data in a
nonparametric or semiparametric way.
此示例说明如何通过最大似然估计对尾数据进行广义帕累托分布拟合。