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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.

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