Hi
I would like to know if anyone knows how to estimate the tail of a
distribution using either Generalised Pareto Distribution (GPD) or
Generalised Gamma Distribution (GGD). I have read a paper by R.L Smith
"ESTIMATING TAILS OF PROBABILITY DISTRIBUTIONS" and that paper is way too
complex for me to understand, where he does use GPD. If anyone can tell me
the formulas for tail estimates for GPD and GGD, I'd much appreciate it.
with thanks
Veeral
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