The Kumaraswamy GEV distribution

Date

2017-10

Type

Article

Journal title

Taylor & Francis

Issue

Vol. 20 No. 46

Author(s)

sumaya saleh eljabri
saralees nadarajah

Pages

10203 - 10235

Abstract

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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