estimating K and Lambda from an extreme value distribution

[Gordon D. Pusch]

ranjeeva_r at yahoo.com (Ranjeeva) writes:

> I'm trying to fit a set of scores I get from searching  a database of
> 1000 amino acid sequences with a HMM. I want to calculate a p-value
> for each matching score. My questions are
> 
> a) How do you estimate the scalling factors K and Lambda to fit my
> scores (1000) to an extreme value distribution?

The obvious question would be: Why would you bother, since an HMM _directly_
yields a generative probability estimate?  Simply compare the HMM probability
estimate to that of a "fiducial model," e.g., the "random sequence" model. 

However, if you _insist_ on (ab)using extreme-value theory for this problem,
googling on the exact phrase "extreme value distribution" plus "fitting"
yields 1,740 hits.


-- Gordon D. Pusch   

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