| publication name | The Kumaraswamy Marshall-Olkin Fréchet distribution with applications |
|---|---|
| Authors | Ahmed Z. Afify;Haitham M. Yousof;Gauss M. Cordeiro;Zohdy M. Nofal;Munir Ahmad |
| year | 2016 |
| keywords | Generating Function;Marshall–Olkin Fréchet;Maximum Likelihood; Moment;Order Statistics;Rényi Entropy |
| journal | Journal of ISOSS |
| volume | 2 |
| issue | 2 |
| pages | 151-168 |
| publisher | ISOSS-Islamic Countries Society of Statistical Sciences |
| Local/International | International |
| Paper Link | http://www.joi.isoss.net/vol-2-no-2-2016/ |
| Full paper | download |
| 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.