A note on power generalized extreme value distribution and its properties

MaRDI QIDQ6640940zbMATH OpenFDO

Authors Ali Saeb

Publication date 20 November 2024

Published in Journal of Mathematical Sciences. University of Tokyo (Search for Journal in Brave)

zbMATH Keywords

Bayesian modelingpower normalizationgeneralized extreme value familyvariance and entropy in ordering distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Extreme value theory; extremal stochastic processes (60G70)

Cites work

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• Maximum likelihood estimation in a class of nonregular cases
• Monte Carlo sampling methods using Markov chains and their applications
• Ordering univariate distributions by entropy and variance
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

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