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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
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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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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