The beta exponential Fréchet distribution with applications
Austrian Journal of Statistics • 2017
Publication Information
Authors
M. E. Mead;Ahmed Z. Afify;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 define 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.
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.
Staff Members - Benha University