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The Generalized Odd Log-Logistic Fréchet Distribution for Modeling Extreme Values


Article Information

Title: The Generalized Odd Log-Logistic Fréchet Distribution for Modeling Extreme Values

Authors: Rania Hassan Abd El Khaleq

Journal: Pakistan Journal of Statistics and Operation Research

HEC Recognition History
Category From To
Y 2020-07-01 2021-06-30

Publisher: Asiatic Region

Country: Pakistan

Year: 2022

Volume: 18

Issue: 3

Language: English

DOI: 10.18187/pjsor.v18i3.2902

Keywords: EstimationExtreme ValuesFrechet distributionMomentsOdd Log-Logistic Family

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Abstract

We introduce a new extension of the Fréchet distribution for modeling the extreme values. The new model generalizes eleven distributions at least, five of them are quite new. Some important mathematical properties of the new model are derived. We assess the performance of the maximum likelihood estimators (MLEs) via a simulation study. The new model is better than some other important competitive models in modeling the breaking stress data, the glass fibers data and the relief time data.

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