The Kumaraswamy GEV distribution - University of Manchester
The Kumaraswamy GEV distribution - University of Manchester
The Kumaraswamy GEV distribution - University of Manchester
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Applications<br />
We use the annual rainfall maxima in millimetres from 1938 to 1972 at Uccle, Belgium, over the<br />
duration <strong>of</strong> one day. This data set is contained as part <strong>of</strong> the evd contributed package in the R<br />
package (R Development Core Team, 2011). <strong>The</strong> data are due to Sneyers (1977).<br />
Table: MLEs <strong>of</strong> the model parameters for the annual rainfall maxima data, the corresponding SEs (given in parentheses) and<br />
the statistics AIC, BIC and AICc.<br />
Model a b µ σ ξ AIC BIC AICc<br />
Kum<strong>GEV</strong> 1 0.1358 20.5080 2.5521 -0.0277 277.98 284.2 279.6<br />
(-) (0.0233) (1.0703) (0.0599) (0.0021)<br />
<strong>GEV</strong> 1 1 28.3824 9.0291 0.2316 279.81 284.5 280.8<br />
(-) (-) (1.9204) (1.5793) (0.2133)<br />
S.Eljabri (<strong>University</strong> <strong>of</strong> <strong>Manchester</strong>) Kum-<strong>GEV</strong> Distribution MRSc, Sep 28,2012 26 / 39
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