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23965

ADDITIONAL EXTREME DISTRIBUTION FOR MODELING EXTREME VALUE DATA

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Last updated: 03 Jan 2025

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Abstract

In this article an additional extreme value distribution (AEVD) is introduced by Box-Cox transformation. Both
generalized Pareto distribution under power normalization (GPDP) and generalized extreme value distribution under
power normalization (GEVP) can be obtained from AEVD as special cases. The AEVD can be applied in a wide variety
of application elds especially for modelling extreme data. A system of nonlinear equations is solved numerically to get
maximum likelihood estimation (MLE) for the distribution parameters. The proposed distribution is applied for modelling
daily maximum air pollution from Barking Dagenham station. Various criteria reveal that AEVD improves the tting of
this data compared with other distributions.

DOI

10.21608/JOMES.2018.9461

Keywords

Generalized extreme value distribution, Box-Cox-GEVP distribution, air pollution

Authors

First Name

O.

Last Name

Khaled

MiddleName

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Affiliation

Dep. of Mathematics , Faculty of Science, Port Said University, Egypt

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Orcid

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First Name

Aya

Last Name

Kamal

MiddleName

-

Affiliation

Dep. of Mathematics , Faculty of Science, Port Said University, Egypt

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Orcid

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Volume

26

Article Issue

1

Related Issue

4436

Issue Date

2018-01-01

Receive Date

2017-02-17

Publish Date

2018-01-01

Page Start

44

Page End

56

Print ISSN

1110-256X

Online ISSN

2090-9128

Link

https://joems.journals.ekb.eg/article_23965.html

Detail API

https://joems.journals.ekb.eg/service?article_code=23965

Order

5

Type

Original Article

Type Code

485

Publication Type

Journal

Publication Title

Journal of the Egyptian Mathematical Society

Publication Link

https://joems.journals.ekb.eg/

MainTitle

ADDITIONAL EXTREME DISTRIBUTION FOR MODELING EXTREME VALUE DATA

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Article

Created At

22 Jan 2023