Banner

A New Distribution for Modeling Extreme Values

Journal of Data Science • 2019
Back
Publication Information
Authors Mohamed G. Khalil
Keywords Fréchet Distribution; Moments; Estimation, Extreme Value Theory
Journal Journal of Data Science
Publisher Not Available
Volume Not Available
Issue Not Available
Pages Not Available
publication.type International
Paper Link 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.