On Chen et al.’s Extreme Value Distribution

Date

2014-8

Type

Article

Journal title

Journal of Data Science

Issue

Vol. 1 No. 12

Author(s)

sumaya saleh eljabri

Pages

87 - 106

Abstract

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

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