| Parameter | Gumbel dist | 2-Fréchet dist | 3-Fréchet dist | 2-Weibull dist | 3-Weibull dist | GEV-distribution |
| N = 1,000 | = 5, = 9 | = 2, = 5 | = 1, = 5, = 3, | = 3, = 7 | = 3, = 1, = 5, | = 1, = 3, = 0.01 | Location | 5.107336 | — | 1.181352 | — | 3.0144140 | 1.136788370 | 95% CI | (4.03858, 6.176092) | — | (−0.023294, 2.385998) | — | (2.439769, 3.589059) | (0.882695, 1.39088) | CP | 0.979 | — | 0.965 | — | 0.961 | 0.959 | Bias | 0.1073360 | — | 0.1813520 | — | 0.0144140 | 0.13678837 | MSE | 0.0118304 | — | 0.0332816 | — | 0.0002972 | 0.01872854 | Scale | 8.923836 | 1.990858 | 4.737531 | 2.999377 | 0.9868423 | 3.085039300 | 95% CI | (8.006222, 9.84145) | (1.905312, 2.076404) | (3.488991, 5.986071) | (2.781011, 3.217743) | (0.679259, 1.294426) | (2.845176, 3.324902) | CP | 0.981 | 0.978 | 0.968 | 0.984 | 0.974 | 0.979 | Bias | −0.0761640 | −0.00914200 | −0.26246900 | −0.00062300 | −0.01315770 | 0.08503930 | MSE | 0.00602903 | 8.55584E − 5 | 0.069312226 | 1.33043E − 05 | 0.000198752 | 0.00724726 | Shape | — | 5.015951 | 2.918228 | 7.162783 | 4.9621254 | 0.009968900 | 95% CI | — | (4.93862, 5.093282) | (1.991924, 3.844532) | (6.938631, 7.386935) | (4.539782, 5.384468) | (−0.003507, 0.023445) | CP | — | 0.959 | 0.964 | 0.958 | 0.972 | 0.967 | Bias | — | 0.01595100 | −0.08177200 | 0.16278300 | −0.037874600 | −3.110E − 05 | MSE | — | 0.00025605 | 0.00691907 | 0.02651191 | 0.001482802 | 5.0159E − 08 | N = 1,000,000 | = 3, = 5 | = 15, = 30 | = 0, = 30, = 10, | = 10, = 10 | = 0.5, = 13, = 10, | = 3, = 5, = 0.01 | Location | 2.998510 | — | 0.01248723 | — | 0.4794425 | 3.003037123 | 95% CI | (2.640391, 3.356629) | — | (−0.506537, 0.531512) | — | (−0.281934, 1.240819) | (2.863204, 3.14287) | CP | 0.984 | — | 0.978 | — | 0.968 | 0.988 | Bias | −0.00149000 | — | 0.012487230 | — | −0.020557500 | 0.003037123 | MSE | 2.25348E − 06 | — | 0.000156001 | — | 0.000422762 | 9.22921E − 06 | Scale | 4.997087 | 14.99970 | 29.99258016 | 9.999803 | 13.018940 | 5.004417502 | 95% CI | (4.611407, 5.382767) | (14.85415, 15.14525) | (29.25693, 30.72823) | (9.650049, 10.34956) | (12.46146, 13.57642) | (4.828128, 5.180707) | CP | 0.989 | 0.997 | 0.991 | 0.998 | 0.987 | 0.986 | Bias | −0.00291300 | −0.00030000 | −0.00741984 | −0.00019700 | 0.018940000 | 0.004417502 | MSE | 8.52429E − 06 | 9.55146E − 08 | 5.51949E − 05 | 7.06525E − 08 | 0.000358804 | 1.95224E − 05 | Shape | — | 30.02264 | 9.99751933 | 9.992998 | 10.010710 | 0.009833649 | 95% CI | — | (29.84531, 30.19997) | (9.271215, 10.72382) | (9.550806, 10.43519) | (9.568518, 10.4529) | (−0.057776, 0.077444) | CP | — | 0.953 | 0.994 | 0.992 | 0.943 | 0.998 | Bias | — | 0.02264000 | −0.00248067 | −0.00700200 | 0.0107100 | −0.000166351 | MSE | — | 0.00051257 | 6.29104E − 06 | 4.90789E − 05 | 0.0001147 | 2.88626E − 08 |
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