In this paper we de ne and study a new three-parameter lifetime model called
the Burr X Frechet distribution. The new model has the advantage of being
capable of modeling various shapes of aging and failure criteria. Various of its
properties including ordinary and incomplete moments, quantile and generating
functions, Renyi and -entropies and order statistics are derived. The maximum likeli-
hood method is used to estimate the model parameters. Simulation results to assess the
performance of the maximum likelihood estimation are discussed. We prove empirically
the importance and
exibility of the new model comparing it with other extensions of
the Frechet distribution in the existing literature. |
