@Test public void testSupport() { ProbabilityDistribution<Double> dist = new GeneralizedParetoDistribution(MU, SIGMA, KSI, ENGINE); assertLimit(dist, MU - EPS); assertEquals(dist.getCDF(MU + EPS), 0, EPS); assertEquals(dist.getCDF(LARGE_X), 1, EPS); dist = new GeneralizedParetoDistribution(MU, SIGMA, -KSI); final double limit = MU + SIGMA / KSI; assertLimit(dist, MU - EPS); assertLimit(dist, limit + EPS); assertEquals(dist.getCDF(MU + EPS), 0, EPS); assertEquals(dist.getCDF(limit - 1e-15), 1, EPS); }