Maximum likelihood estimation in the 3-parameter weibull distribution: a look through the generalized extreme-value distribution

For original article by H. Hirose, see ibid., vol.3, p.43-55, 1996. This paper discusses the maximum likelihood estimation of a three-parameter Weibull distribution through the generalized extreme value (GEV) distribution given by the cumulative distribution function. The purpose of this correspondence is not just to point out the shortcomings of the paper by Hirose. We feel the references as well as the results mentioned can help the readers and authors of this journal in making appropriate choices with regard to similar modeling problems