Estimates

a/μ

b

cor(a/μ, b)

Loglik.

AIC

BIC

K. S. Test Statistic

Stock

Gumbel

13.617

(0.3521)

1982.6

(0.0674)

0.3551

−791.05

1586.1

1590.289

0.1072

Fréchet

1.9206

(0.0004)

258.815

(0.0839)

0.2789

−792.325

1588.65

1592.839

0.0970

Weibull

1.8269

(0.0028)

446.548

(0.0006)

0.4309

−794.355

1592.709

1596.898

0.08015

Normal

μ

σ

0.5671

−803.135

1610.27

1614.458

0.0636

1990.5

(0.0427)

17.464

(0.0232)

Poisson

λ

-

-

−24173

48346

48358

0.0045

1990.5

(65.536)