A New Five-Parameter Fréchet Model for Extreme Values

Muhammad Ahsan ul Haq; Haitham M. Yousof; Sharqa Hashmi

doi:10.18187/pjsor.v13i3.1727

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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.

Keywords

FrÃ©chet Weibull-G Moments Hazard rate hazard rate Maximum Likelihood.

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Creative Commons Attribution 4.0 International (CC BY 4.0)

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Author Biographies

Haitham M. Yousof, Department of Statistics, Mathematics and Insurance, Benha University, Benha, Egypt.

Department of Statistics, Mathematics and Insurance, Benha University, Benha, Egypt.

Sharqa Hashmi, Uinversity of the Punjab

Assistant Professor Statistics Department, Lahore College for Women University. Lahore

Publication information

Published: 2017-09-01

Issue: Vol. 13 No. 3, 2017

Pages: 617-632

DOI: 10.18187/pjsor.v13i3.1727

How to Cite

Haq, M. A. ul, Yousof, H. M., & Hashmi, S. (2017). A New Five-Parameter Fréchet Model for Extreme Values. Pakistan Journal of Statistics and Operation Research, 13(3), 617-632. https://doi.org/10.18187/pjsor.v13i3.1727

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