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Dr. Mohammed Gouda Khalil Hindawy :: Publications: |
Title: | A New Distribution for Modeling Extreme Values
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Authors: | Mohamed G. Khalil |
Year: | 2019 |
Keywords: | FrØchet Distribution; Moments; Estimation, Extreme Value Theory |
Journal: | journal of data scinces |
Volume: | 17 |
Issue: | 3 |
Pages: | Not Available |
Publisher: | Not Available |
Local/International: | International |
Paper Link: | Not Available |
Full paper | Not Available |
Supplementary materials | Not Available |
Abstract: |
In this work, we introduce a new distribution for modeling the extreme values. Some important mathematical properties of the new model are derived. We assess the performance of the maximum likelihood method in terms of biases and mean squared errors by means of a simulation study. The new model is better than some other important competitive models in modeling the repair times data and the breaking stress data. Keywords: FrØchet Distribution; Moments; Estimation, Extreme Value Theory |