On Generalized Pareto Distributions

Ion Mierlus Mazilu

Journal for Economic Forecasting, 2010, issue 1, 107-117

Abstract: This paper discusses a set of algorithms for numerical simulation of the Generalized Pareto Distribution and the propositions they are based on. The numerical results and the histogram of generating data are also presented.

Keywords: Generalized Pareto Distribution; numerical simulation (search for similar items in EconPapers)
JEL-codes: C15 C16 C44 (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:rjr:romjef:v::y:2010:i:1:p:107-117

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