Usage: |
y = mef (x, ind, param1, param2 {, param3})
|
Input: |
| x | array, values for which the mean excess function are to be
calculated
|
| ind | scalar, indicator for the probability distribution
if ind=1 - lognormal distribution
if ind=2 - gamma distribution
if ind=3 - Weibull distribution
if ind=4 - Pareto distribution
if ind=5 - Burr distribution
if ind=6 - mixture of exponential distributions
|
| param1 | scalar, mu for lognormal,
alpha for Gamma, Weibull, Pareto and Burr distributions,
1/mean of the first exponential distribution in mixture of exponential
distributions
|
| param2 | scalar, sigma for lognormal,
beta for Gamma and Weibull,
lambda for Pareto and Burr distributions,
1/mean of the second exponential distribution in mixture of exponential
distributions
|
| param3 | scalar, just for Burr and mix of exponentials distributions,
tau for the Burr distrubution,
proportion of the first factor in the exponential mixture
|
Output: |
| y | array, values of the mean excess function |