[R] evir: generalized pareto dist

[Werner Tell]

Hi,

I'm fitting a generalized Pareto distribution to POT exceedances of a data 
set. The practical stuff works ok, but I have a question regarding theory.
Is there an equation relating parameters of a gpd tail to its (first) 
moments? According to theory for certain parameters either the first moment 
does not exist or the distribution has an upper bound, but I haven't found 
the mentioned relation about moments in the literatur.

Thanks a lot.
wt

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