# scipy.stats.genpareto#

scipy.stats.genpareto = <scipy.stats._continuous_distns.genpareto_gen object>[source]#

A generalized Pareto continuous random variable.

As an instance of the rv_continuous class, genpareto object inherits from it a collection of generic methods (see below for the full list), and completes them with details specific for this particular distribution.

Notes

The probability density function for genpareto is:

$f(x, c) = (1 + c x)^{-1 - 1/c}$

defined for $$x \ge 0$$ if $$c \ge 0$$, and for $$0 \le x \le -1/c$$ 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]:

$f(x, -1) = 1$

The probability density above is defined in the “standardized” form. To shift and/or scale the distribution use the loc and scale parameters. Specifically, genpareto.pdf(x, c, loc, scale) is identically equivalent to genpareto.pdf(y, c) / scale with y = (x - loc) / scale. Note that shifting the location of a distribution does not make it a “noncentral” distribution; noncentral generalizations of some distributions are available in separate classes.

Examples

>>> import numpy as np
>>> from scipy.stats import genpareto
>>> import matplotlib.pyplot as plt
>>> fig, ax = plt.subplots(1, 1)

Calculate the first four moments:

>>> c = 0.1
>>> mean, var, skew, kurt = genpareto.stats(c, moments='mvsk')

Display the probability density function (pdf):

>>> x = np.linspace(genpareto.ppf(0.01, c),
...                 genpareto.ppf(0.99, c), 100)
>>> ax.plot(x, genpareto.pdf(x, c),
...        'r-', lw=5, alpha=0.6, label='genpareto pdf')

Alternatively, the distribution object can be called (as a function) to fix the shape, location and scale parameters. This returns a “frozen” RV object holding the given parameters fixed.

Freeze the distribution and display the frozen pdf:

>>> rv = genpareto(c)
>>> ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf')

Check accuracy of cdf and ppf:

>>> vals = genpareto.ppf([0.001, 0.5, 0.999], c)
>>> np.allclose([0.001, 0.5, 0.999], genpareto.cdf(vals, c))
True

Generate random numbers:

>>> r = genpareto.rvs(c, size=1000)

And compare the histogram:

>>> ax.hist(r, density=True, bins='auto', histtype='stepfilled', alpha=0.2)
>>> ax.set_xlim([x[0], x[-1]])
>>> ax.legend(loc='best', frameon=False)
>>> plt.show()

Methods

 rvs(c, loc=0, scale=1, size=1, random_state=None) Random variates. pdf(x, c, loc=0, scale=1) Probability density function. logpdf(x, c, loc=0, scale=1) Log of the probability density function. cdf(x, c, loc=0, scale=1) Cumulative distribution function. logcdf(x, c, loc=0, scale=1) Log of the cumulative distribution function. sf(x, c, loc=0, scale=1) Survival function (also defined as 1 - cdf, but sf is sometimes more accurate). logsf(x, c, loc=0, scale=1) Log of the survival function. ppf(q, c, loc=0, scale=1) Percent point function (inverse of cdf — percentiles). isf(q, c, loc=0, scale=1) Inverse survival function (inverse of sf). moment(order, c, loc=0, scale=1) Non-central moment of the specified order. stats(c, loc=0, scale=1, moments=’mv’) Mean(‘m’), variance(‘v’), skew(‘s’), and/or kurtosis(‘k’). entropy(c, loc=0, scale=1) (Differential) entropy of the RV. fit(data) Parameter estimates for generic data. See scipy.stats.rv_continuous.fit for detailed documentation of the keyword arguments. expect(func, args=(c,), loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) Expected value of a function (of one argument) with respect to the distribution. median(c, loc=0, scale=1) Median of the distribution. mean(c, loc=0, scale=1) Mean of the distribution. var(c, loc=0, scale=1) Variance of the distribution. std(c, loc=0, scale=1) Standard deviation of the distribution. interval(confidence, c, loc=0, scale=1) Confidence interval with equal areas around the median.