Research Article

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

Table 5

AIC, BIC, CAIC, HQIC, and −L for data set II.

ModelsAICCAICBICHQIC

KEGPD 478.3736478.7947488.7943482.5911235.1868
KP 480.2818480.7029490.7025484.4992236.6409
APP 614.2206614.3443619.4309616.3293305.1103
GP 537.4365537.5602542.6468539.5452266.7182
EGP 527.2457527.3694532.456529.3544261.6228