The Marshall-Olkin Frechet Distribution

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.]