The Kumaraswamy GEV distribution

S. Eljabri; S. Nadarajah

doi:10.1080/03610926.2016.1231815

The Kumaraswamy GEV distribution

S. Eljabri^*, S. Nadarajah

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

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.

Original language	English
Pages (from-to)	1-33
Number of pages	33
Journal	Communications in Statistics - Theory and Methods
Volume	46
Issue number	20
Early online date	4 Oct 2016
DOIs	https://doi.org/10.1080/03610926.2016.1231815
Publication status	Published - 10 Jul 2017

Keywords

Beta distribution
GEV distribution
Kumaraswamy distribution
maximum likelihood
order statistics.

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10.1080/03610926.2016.1231815

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KW - Beta distribution

KW - GEV distribution

KW - Kumaraswamy distribution

KW - maximum likelihood

KW - order statistics.

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JF - Communications in Statistics - Theory and Methods

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ER -

The Kumaraswamy GEV distribution

Abstract

Keywords

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