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Probability chart of the Generalised Pareto Distributions for various values of pa.
| p80 | α | P(X ≥ 1) | P(X ≥ 10) | P(X ≥ 100) | P(X ≥ 1000) |
|---|---|---|---|---|---|
| 5 | 1.125 | 10.6% | 0.11% | 8.16e-4% | 6.14e-6% |
| 10 | 1.197 | 14.2% | 0.14% | 9.41e-4% | 6.01e-6% |
| 10.2 | 1.2 | 14.3% | 0.142% | 9.43e-4% | 5.98e-6% |
| 19.6 | 1.4 | 20.5% | 0.196% | 8.77e-4% | 3.53e-6% |
| 20 | 1.415 | 20.8% | 0.20% | 8.16e-4% | 3.36e-6% |
| 24.8 | 1.6 | 24.0% | 0.222% | 6.65e-4% | 1.70e-6% |
| 34.2 | 2.5 | 30.1% | 0.225% | 1.24e-04% | 4.17e-8% |
| 42 | 10 | 34.7% | 0.096% | 1.42e-9% | 4.23e-20% |
