我使用包“fitdistrplus”中的函数“fitdistcens”拟合广义帕累托分布:
dist_fit_genpareto <- fitdistcens(cens_and_uncens_slice, "genpareto",start
=list(shape1=1,shape2=1,scale=100))
我想知道下面哪些参数给了我分布的尾部厚度:
> dist_fit_genpareto
Fitting of the distribution ' genpareto ' on censored data by maximum likelihood
Parameters:
estimate
shape1 0.6682935
shape2 130.4636571
scale 103.9454291
谢谢!