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The beta exponential Fréchet distribution with applications

Austrian Journal of Statistics • 2017
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Publication Information
Authors M. E. Mead;Ahmed Z. A fify;G. G. Hamedani;Indranil Ghosh
Keywords generating function;maximum likelihood; entropy;beta exponential-G family
Journal Austrian Journal of Statistics
Publisher Austrian Society for Statistics
Volume 46
Issue 1
Pages 41-63
publication.type International
Paper Link Open Link
Supplementary Materials Not Available
Abstract
We de fine and study a new generalization of the Fréchet distribution called the beta exponential Fréchet distribution. The new model includes thirty two special models.
Some of its mathematical properties, including explicit expressions for the ordinary and incomplete moments, quantile and generating functions, mean residual life, mean inactivity time, order statistics and entropies are derived. The method of maximum likelihood
is proposed to estimate the model parameters. A small simulation study is also reported. Two real data sets are applied to illustrate the flexibility of the proposed model compared with some nested and non-nested models.