Extreme Value Distributions: An Overview of Estimation and Simulation

Table 1

Estimation parameters by maximum likelihood estimator (MLE).

Extreme value distribution (EVD)	Parameter estimator using MLE
Gumbel (Type I)
2-Fréchet (Type II)
3-Fréchet (Type II)
	2-Weibull (Type III)
	3-Weibull (Type III)
GEV-distribution (GEVD)