On Chen et al.'s Extreme Value Distribution

10.6339/JDS.2014.12(1).1238

Saralees Nadarajah；Sumaya Eljabri

Extreme values ； maximum likelihood ； moments

Journal of Data Science

12卷1期（2014 / 01 / 01）

87 - 106

英文

Chen, Bunce and Jiang [In: ”Proceedings of the International Conference 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.