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publication name On Six-Parameter Fréchet Distribution: Properties and Applications
Authors Haitham M. Yousof Department of Statistics, Mathematics and Insurance Benha University, Egypt haitham.yousof@fcom.bu.edu.eg Ahmed Z. Afify Department of Statistics, Mathematics and Insurance Benha University, Egypt Ahmed.afify@fcom.bu.edu.eg Abd E
year 2016
keywords Moments of residual life, Goodness-of-fit, Order Statistics, Maximum Likelihood Estimation.
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Abstract

This paper introduces a new generalization of the transmuted Marshall-Olkin Fréchet distribution of Afify et al. (2015), using Kumaraswamy generalized family. The new model is referred to as Kumaraswamy transmuted Marshall-Olkin Fréchet distribution. This model contains sixty two sub-models as special cases such as the Kumaraswamy transmuted Fréchet, Kumaraswamy transmuted Marshall-Olkin, generalized inverse Weibull and Kumaraswamy Gumbel type II distributions, among others. Various mathematical properties of the proposed distribution including closed forms for ordinary and incomplete moments, quantile and generating functions and Rényi and -entropies are derived. The unknown parameters of the new distribution are estimated using the maximum likelihood estimation. We illustrate the importance of the new model by means of two applications to real data sets.

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