Tail-Detection
| Sample size n |
{{ data_size }} |
| Ahmad AU² (optimal) |
{{ au2_value|round(3) }} |
| p-Value for choosen parameter set |
{{ p_value_au2|round(3) }} (calculated with {{ montecarlo_steps }} MC steps) |
| Start of the Tail at datapoint k* |
{{ optimal_point_position }} |
| Tail weight k*/n |
{{ (optimal_point_position / data_size * 100)|round(1)}}% |
| Threshold u |
{{ optimal_point }} |
Goodness-of-Fit Tests
| Cramér-von Mises W² (p-Value) |
{{ w2_value|round(3) }} ({{ p_value_w2|round(3) }}) |
| Anderson-Darling A² (p-Value) |
{{ a2_value|round(3) }} ({{ p_value_a2|round(3) }}) |
Fit Values
Generalized Pareto Distribution with location parameter zero
| ξ |
σ |
| {{ fit_parameter.c|round(3) }} |
{{ fit_parameter.scale|round(3) }} |
