The Marshall-Olkin Frechet Distribution

被引：65

作者：

Krishna, E. ^{[1
]}

Jose, K. K. ^{[2
]}

Alice, T. ^{[3
]}

Ristic, Miroslav M. ^{[4
]}

机构：

[1] St Josephs Coll Women, Dept Stat, Alappuzha, Kerala, India

[2] St Thomas Coll, Dept Stat, Pala 686574, Kerala, India

[3] Vimala Coll, Dept Stat, Trichur, Kerala, India

[4] Univ Nis, Fac Sci & Math, Nish, Serbia

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2013年 / 42卷 / 22期

关键词：

Compounding; Estimation; Frechet distribution; Marshall-Olkin distribution; Proportional odds model; Survival analysis; Primary; 60E; Secondary; 62P99;

D O I：

10.1080/03610926.2011.648785

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We introduce a new distribution, namely Marshall-Olkin Frechet distribution. The probability density and hazard rate functions are derived and their shape properties are considered. Expressions for the nth moments are given. Various results with respect to quantiles, Renyi entropy and order statistics are obtained. The unknown parameters of the new distribution are estimated using the maximum likelihood estimation method adopting three different iterative procedures. The model is applied on a real data set on survival times. [Supplementary materials are available for this article. Go to the publisher's online edition of Communications in StatisticsTheory and Methods for the following free supplemental resource: A file that will allow the random variables from MOF distribution to be generated.]

引用

页码：4091 / 4107

页数：17

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