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Abstract

A new ‡exible extension of the Fréchet model is proposed and studied. Some of its
fundamental statistical properties are derived. The importance of the new model is shown via two applications to real data sets. A simple type Copula based construction are also presented.

We assess the performance of the maximum likelihood estimations of the new distribution with respect to sample size n. The assessment was based on a simulation study.The new model is much better than other important competitive models.

Keywords

Fréchet Distribution Lomax G family Modeling Data Copula Probability Weighted Moments Order Statistics Simulation.

Article Details

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This work is licensed under a Creative Commons Attribution 4.0 International License.

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CC BY: This license allows reusers to distribute, remix, adapt, and build upon the material in any medium or format, so long as attribution is given to the creator. The license allows for commercial use.

 

Author Biography

Rania Hassan Abd El Khaleq, Department of Statistics , Mathematics and Insurance , Benha University

Assistant Professor ( Lecturer ) in Department of Statistics , Mathematics and Insurance ,
Benha University

How to Cite
Abd El Khaleq, R. H. (2021). On A New Two Parameter Fréchet Distribution with Applications. Pakistan Journal of Statistics and Operation Research, 17(1), 99-112. https://doi.org/10.18187/pjsor.v17i1.2991
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