Author(s):
1. Muhammad Ahsan ul Haq:
College of Statistical and Actuarial Sciences University of the Punjab, Lahore, Pakistan
2. Haitham M. Yousof:
Department of Statistics, Mathematics and Insurance Benha University, Benha, Egypt
3. Sharqa Hashmi:
Lahore College of Women University (LCWU) Lahore, Pakistan
Abstract:
A new five parameter Fréchet model for Extreme Values was proposed and studied. Various mathematical properties including moments, quantiles, and moment generating function were derived. Incomplete moments and probability weighted moments were also obtained. The maximum likelihood method was used to estimate the model parameters. The flexibility of the derived model was accessed using two real data set applications.
Page(s):
617-632
DOI:
DOI not available
Published:
Journal: Pakistan Journal of Statistics and Operation Research, Volume: 13, Issue: 3, Year: 2017
Keywords:
Moments
,
maximum likelihood
,
Hazard Rate
,
Hazard rate
,
Fréchet
,
WeibullG
References:
References are not available for this document.
Citations
Citations are not available for this document.