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Letter to the editor

  • Saralees Nadarajah

摘要

Mohsin, Abbas and Khan [Stochastic Environmental Research and Risk Assessment, 2024, doi: 10.1007/s00477–024-02787-z] used a generalized Pareto-exponential distribution to model extreme events involving exponentially decaying variables. In this letter, we show that the maximum likelihood procedure used in simulation studies as well as the data application is not correct. We derive the corrected version. We also derive simpler expressions for mathematical properties of the generalized Pareto-exponential distribution.