The Beta Exponential Fréchet Distribution with Applications

  • M.E. Mead Zagazig University
  • Ahmed Z. Afify Department of Statistics, Mathematics and Insurance, Benha University
  • G.G. Hamedani Marquette University
  • Indranil Ghosh UNCW

Abstract

We define and study a new generalization of the Fréchet distribution called the beta exponential Fréchet distribution. The new model includes thirty two special models. Some of its mathematical properties, including explicit expressions for the ordinary and incomplete moments, quantile and generating functions, mean residual life, mean inactivity time, order statistics and entropies are derived. The method of maximum likelihood is proposed to estimate the model parameters. A small simulation study is also
reported. Two real data sets are applied to illustrate the flexibility of the proposed model compared with some nested and non-nested models.
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Published
2017-01-04
How to Cite
Mead, M., Afify, A. Z., Hamedani, G., & Ghosh, I. (2017). The Beta Exponential Fréchet Distribution with Applications. Austrian Journal of Statistics, 46(1), 41-63. https://doi.org/10.17713/ajs.v46i1.144
Section
Articles