r = 1/2 | r = 1/6 | |||||||
---|---|---|---|---|---|---|---|---|

original distribution | % correct | Akaike weight | α | k | % correct | Akaike weight | α | k |

Gaussian (α = 10, σ = 1) | 100 | 1 | 20.3 (0.1) | — | 77 | 0.748 | 47.6 (0.33) | — |

gamma (k = 2, θ = 100) | 100 | 0.996 | — | 2.33 (0.03) | 87 | 0.845 | — | 3.84 (0.11) |

generalized Pareto (k = 1, θ = 100) | 100 | 1 | — | 1.95 (0.02) | 99 | 0.984 | — | 0.56 (0.05) |