On the Properties of the New Generalized Pareto Distribution and Its Applications

Table 2

MLEs and standard errors (in parenthesis), K-S values, and values of data set I.

Model	MLEs of the parameter	K-S	values
KEGPD	−3.8740, 0.7348, 0.30490, 3.5039 (2.111, 0.519, 0.0891, 0.950)	0.0342	0.9982
KP ()	0.05109, 0.3212, 7.1078, 4.3484 (0.009, 0.042, 1.047, 1.373)	0.1754	0.00075
APP	1.3800, 0.6023 (0.500, 0.0579)	1.808	2.2e − 16
GP	8.8108, 0.0647 (1.039, 0.078)	0.0941	0.2064
EGP	20.4552, 8.3284 (6.464, 0.794)	0.05002	0.9059