期刊名称：Journal of Statistical Theory and Applications (JSTA)
电子版ISSN：1538-7887
出版年度：2013
卷号：12
期号：1
页码：41-56
DOI：10.2991/jsta.2013.12.1.4
语种：English
出版社：Atlantis Press
摘要：For the first time, a four-parameter lifetime model, called the gamma extended Fr´echet distribution, is defined and studied. We obtain some of its mathematical properties. Explicit expressions for the ordinary and incomplete moments, quantile function, mean deviations, R´enyi entropy and reliability are provided. The order statistics and their moments are derived. The method of maximum likelihood is used for estimating the model parameters.We determine the observed information matrix. An application to a real data set shows that the new distribution can provide a better fit than other classical lifetime models. We hope that this generalization may attract wider applications in reliability, biology and survival analysis.
关键词：Fréchet distribution; gamma extended Fr´echet distribution; maximum likelihood; observed information matrix; Weibull distribution.Keywords: Extreme values theory; Asymptotic distribution; Functional Gaussian and nongaussian laws; Uniform entropy numbers; Asymptotic tightness;Stochastic process of
