yum install git
git clone git://git.kernel.org/pub/scm/utils/cpu/mce/mcelog.git
cd mcelog
make
make install
ls -l /usr/sbin/mcelog
-rwxr-xr-x 1 root root 274291 Nov 21 16:44 /usr/sbin/mcelog
If you are not happy with the result:
yum reinstall mcelog
ls -l /usr/sbin/mcelog
-rwxr-xr-x 1 root root 96696 Dec 20 2012 /usr/sbin/mcelog