6.3.16. statsmodels.sandbox.distributions.try_pot

Created on Wed May 04 06:09:18 2011

@author: josef

6.3.16.1. Functions

expected_shortfall(x[, frac, alpha])	emprirical mean residual life or expected shortfall
mean_residual_life(x[, frac, alpha])	emprirical mean residual life or expected shortfall