Banner

The Kumaraswamy Marshall-Olkin Fréchet distribution with applications

Journal of ISOSS • 2016
Back
Publication Information
Authors Ahmed Z. Afify;Haitham M. Yousof;Gauss M. Cordeiro;Zohdy M. Nofal;Munir Ahmad
Keywords Generating Function;Marshall–Olkin Fréchet;Maximum Likelihood; Moment;Order Statistics;Rényi Entropy
Journal Journal of ISOSS
Publisher ISOSS-Islamic Countries Society of Statistical Sciences
Volume 2
Issue 2
Pages 151-168
publication.type International
Paper Link Open Link
Supplementary Materials Not Available
Abstract
The Fréchet distribution is an absolutely continuous distribution with wide applicability in extreme value theory. Generalizing distributions is always precious for applied statisticians and recent literature has suggested several ways of extending wellknown distributions. We propose a new lifetime model called the Kumaraswamy Marshall–Olkin Fréchet distribution, which generalizes the Marshall–Olkin Fréchet
distribution and at least seventeen known and unknown lifetime models. Various properties of the new model are explored including closed-forms expressions for
moments, quantiles, generating function, order statisics and Rényi entropy. The maximum likelihood method is used to estimate the model parameters. We compare the flexibility of the proposed model with other related distributions by means of two real data sets.