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Using the results of proc severity to calculate expected value?

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Using the results of proc severity to calculate expected value?


Hello,

I have fit a left truncated generalized pareto distribution using proc severity.  I would like to use my parameter estimates to calculate expected values and to generate a random sample.  Given that I do not observe any values below my truncation, and therefore cannot estimate the parameters of the unconditional CDF, I don't think I can use the CDF function with my estimated parameters to calculate the remaining area after subtracting the truncated portion.  What should I use?

thank-you,

-Farrah.

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