A New Distribution for Modeling Extreme Values
journal of data scinces • 2019
Publication Information
Authors
Mohamed G. Khalil
Keywords
FrØchet Distribution; Moments; Estimation, Extreme Value Theory
Journal
journal of data scinces
Publisher
Not Available
Volume
17
Issue
3
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. Keywords: FrØchet Distribution; Moments; Estimation, Extreme Value Theory
Staff Members - Benha University