GPD
GPD is an acronym with several distinct meanings. In statistics, GPD stands for the generalized Pareto distribution, a family of continuous distributions used in extreme value theory to model exceedances over a high threshold. It is defined by a shape parameter xi and a scale parameter sigma, with the threshold u determining the excess variable Y = X − u. The cumulative distribution function is F(y) = 1 − [1 + xi y / sigma]^(−1/xi) for xi ≠ 0 and y ≥ 0; when xi = 0 the distribution reduces to an exponential with F(y) = 1 − exp(−y / sigma). The shape parameter xi governs tail heaviness and the fit to extreme data.
GPD also refers to GamePad Digital, a Chinese electronics company known for designing and manufacturing handheld
In context, GPD most commonly denotes either the generalized Pareto distribution in statistical literature or the