Author(s):
1. Hanaa Elgohari:
Department of Applied Statistics, Faculty of Commerce, Mansoura University, Egypt
2. Haitham M. Yousof:
Department of Statistics, Mathematics and Insurance, Benha University, Benha, Egypt
Abstract:
In this article, we defined and studied a new distribution for modeling extreme value. Some of its mathematical properties are derived and analyzed. Simple types copula is employed for proposing many bivariate and multivariate type extensions. Method of the maximum likelihood estimation is employed to estimate the model parameters. Graphically, we perform the simulation experiments to assess of the finite sample behavior of the maximum likelihood estimations. Three applications are presented for measuring the flexibility of the new model is illustrated using three real data applications.
Page(s):
1015-1035
Published:
Journal: Pakistan Journal of Statistics and Operation Research, Volume: 17, Issue: 4, Year: 2021
Keywords:
Simulation
,
estimation
,
Renyis entropy
,
Farlie Gumbel Morgenstern family
,
Clayton Copula
,
Extreme value theory
,
Fréchet
References:
References are not available for this document.
Citations
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