On Chen et al.’s Extreme Value Distribution

Journal of Data Science

article

Saralees Nadarajah¹  Sumaya Eljabri¹ 

[1] University of Manchester

关键词: Extreme values;    maximum likelihood;    moments;   

DOI  :  10.6339/JDS.2014.12(1).1238

学科分类：土木及结构工程学

来源: JDS

【 摘 要 】

Chen, Bunce and Jiang [In: Proceedings of the International Con ference on Computational Intelligence and Software Engineering, pp. 1-4] claim to have proposed a new extreme value distribution. But the formulas given for the distribution do not form a valid probability distribution. Here, we correct their formulas to form a valid probability distribution. For this valid distribution, we provide a comprehensive treatment of mathematical properties, estimate parameters by the method of maximum likelihood and provide the observed information matrix. The flexibility of the distribution is illustrated using a real data set.

【 授权许可】

CC BY