A New Exponential-X Family: Modeling Extreme Value Data in the Finance Sector

Table 1

SMs of the simulated data sets.

Simulated data	Min.	1st Qu.	Median	Mean	3rd Qu.	Max.
Data set 1	0.0000	0.0390	0.1926	1.1191	0.9717	63.2960
Data set 2	0.0000	0.1388	0.3475	0.5469	0.7188	3.4976
Data set 3	0.0000	0.0070	0.0707	0.3364	0.3125	9.1907