The　generalized　Pareto　distribution　(GPD)　is　one　of　the　most　important　distributions　in　statistics　analysis.　Firstly,　we　give　parameters　estimation　method　for　the　three　parameters　GPD　based　on　trimmed　generalized　probability　weighted　moments　(TGPWM).　In　addition,　we　study　threshold　selection　to　test　the　exceedances　over　the　threshold　whether　follow　the　GPD　based　on　TGPWM.　The　proposed　estimation　method　is　easy　to　apply　and　has　high　accuracy　under　Monte-Carlo　simulation　tests.　Key　words:　Generalized　Pareto　distribution,　Trimmed　generalized　probability　weighted　moments,