Research Article
On the Properties of the New Generalized Pareto Distribution and Its Applications
Table 3
MLEs and standard errors (in parenthesis), K-S values, and
values of data set II.
| Model | MLEs of the parameter | K-S | values |
| KEGPD | 0.8836, 7.9088, −0.1279, 3.4898 (5.816, 20.854, 0.836, 9.016) | 0.0835 | 0.4881 | KP () | 1.5574, 0.8636, 7.7916, 9.7403 (0.936, 6.909, 0.179, 3.9484) | 0.0940 | 0.3324 | APP | 36.1665, 1.0601 (10.175, 0.068) | 0.3412 | 1.537e − 10 | GP | 11.6718, −0.7904 (0.583, 0.037) | 0.2477 | 9.291e − 06 | EGP | 49.9512, 4.0312 (11.410, 0.520) | 0.2685 | 1.086e − 06 |
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