Question: Answer...... The block maxima method was applied to a data set and yielded the maximum likelihood estimate (1, 8.() = (-1.64, 0.27, -0.084) with a

Answer......

The block maxima method was applied to a data set and yielded the maximum likelihood estimate (1, 8.() = (-1.64, 0.27, -0.084) with a maximized value of the log-likelihood equal to -14.3. The corresponding estimated variance-covariance matrix is 0.00141 0.000214 -0.000795 V = 0.000214 0.000652 0.000441 -0.000795 -0.000441 0.00489 Compute a 95% confidence interval for the shape parameter

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