A new three parameter Frechet model with mathematical properties and applications

被引：24

作者：

Al-Babtain, Abdulhakim A. ^{[1
]}

Elbatal, I. ^{[2
,3
]}

Yousof, Haitham M. ^{[4
]}

机构：

[1] King Saud Univ, Dept Stat & Operat Res, Riyadh, Saudi Arabia

[2] AL Imam Mohammad Ibn Saud Islamic Univ IMSIU, Dept Math & Stat, Coll Sci, Riyadh, Saudi Arabia

[3] Cairo Univ, Fac Grdaute Studies Stat Res, Dept Math Stat, Giza, Egypt

[4] Benha Univ, Dept Stat Math & Insurance, Banha, Egypt

来源：

JOURNAL OF TAIBAH UNIVERSITY FOR SCIENCE | 2020年 / 14卷 / 01期

关键词：

Frechet distribution; simulation; Clayton copula; Morgenstern family; modelling; entropies; GENERALIZED-G FAMILY; DISTRIBUTIONS;

D O I：

10.1080/16583655.2020.1733767

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

A new three-parameter extension of the Frechet model is proposed and studied. Some of its statistical properties are derived. A simple type Copula-based construction via Morgenstern family and via Clayton copula is used to derive many bivariate and multivariate extensions of the new model. We assessed the performance of the maximum likelihood estimators using a simulation study. The importance of the new model is shown via two applications to real data sets.

引用

页码：265 / 278

页数：14

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