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Dr. Mohamed Sewalim El-sayed Hamed :: Publications: |
Title: | The four-parameter Fréchet distribution: Properties and applications |
Authors: | M. S. Hamed |
Year: | 2020 |
Keywords: | Fréchet distribution; Maximum likelihood estimation; Odd Lomax-G class; Order statistics |
Journal: | Pakistan Journal of Statistics and Operation Research |
Volume: | 16 |
Issue: | 2 |
Pages: | 249-264 |
Publisher: | Pakistan Journal of Statistics and Operation Research |
Local/International: | International |
Paper Link: | |
Full paper | Mohamed Sewalim Elsayed Hamed_The four-parameter Fréchet distribution Properties and applications.pdf |
Supplementary materials | Not Available |
Abstract: |
In this article, we propose a new four-parameter Fréchet distribution called the odd Lomax Fréchet distribution. The new model can be expressed as a linear mixture of Fréchet densities. We provide some of its mathematical properties. The estimation of the model parameters is performed by the maximum likelihood method. We illustrate the good performance of the maximum likelihood estimates via a detailed numerical simulation study. The importance and usefulness of the proposed distribution for modeling data are illustrated using two real data applications. |