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A New Distribution for Modeling Extreme Values

journal of data scinces • 2019
العودة
معلومات البحث
المؤلفون Mohamed G. Khalil
الكلمات المفتاحية FrØchet Distribution; Moments; Estimation, Extreme Value Theory
المجلة العلمية journal of data scinces
الناشر Not Available
المجلد 17
العدد 3
الصفحات Not Available
publication.type International
رابط البحث Not Available
المواد المرفقة Not Available
الملخص
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