Hi,
I'm fitting a generalized Pareto distribution to POT exceedances of a data
set. The practical stuff works ok, but I have a question regarding theory.
Is there an equation relating parameters of a gpd tail to its (first)
moments? According to theory for certain parameters either the first
Hi
I'm fitting poisson and negative binomial distributions to event data. I'm
interested in the expected number of events occuring in a time period. For
the poisson this is determined by the parameter lambda only.
For the neg. binomial, is the expected number of events determined by the
