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.

ModelMLEs of the parameterK-S values

KEGPD 0.8836, 7.9088, −0.1279, 3.4898 (5.816, 20.854, 0.836, 9.016)0.08350.4881
KP ()1.5574, 0.8636, 7.7916, 9.7403 (0.936, 6.909, 0.179, 3.9484)0.09400.3324
APP 36.1665, 1.0601 (10.175, 0.068)0.34121.537e − 10
GP 11.6718, −0.7904 (0.583, 0.037)0.24779.291e − 06
EGP 49.9512, 4.0312 (11.410, 0.520)0.26851.086e − 06