The Kumaraswamy GEV distribution |
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| Authors: | S. Eljabri S. Nadarajah |
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| Affiliation: | School of Mathematics, University of Manchester, Manchester, UK |
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| Abstract: | The popular generalized extreme value (GEV) distribution has not been a flexible model for extreme values in many areas. We propose a generalization – referred to as the Kumaraswamy GEV distribution – and provide a comprehensive treatment of its mathematical properties. We estimate its parameters by the method of maximum likelihood and provide the observed information matrix. An application to some real data illustrates flexibility of the new model. Finally, some bivariate generalizations of the model are proposed. |
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| Keywords: | Beta distribution GEV distribution Kumaraswamy distribution maximum likelihood order statistics. |
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