ParetoPickandsDistribution

ParetoPickandsDistribution[μ,σ,ξ] gives a Pareto–Pickands distribution with location parameter μ, scale parameter σ and shape parameter ξ.

ParetoPickandsDistribution[ξ] gives the standard Pareto–Pickands distribution with zero location and unit scale parameters.

Examples

Create a standard Pareto-Pickands distribution:

dist = ParetoPickandsDistribution[0.5]

Compute the mean of a distribution:

Mean[ParetoPickandsDistribution[0, 1, 0.25]]

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