期刊名称:Pakistan Journal of Statistics and Operation Research
印刷版ISSN:2220-5810
出版年度:2021
卷号:17
期号:1
页码:291-308
DOI:10.18187/pjsor.v17i1.2887
语种:English
出版社:College of Statistical and Actuarial Sciences
摘要:In this article an attempt is made to introduce a new extension of the Fréchet model called the Xgamma Fréchet model. Some of its properties are derived. The estimation of the parameters via different estimation methods are discussed. The performances of the proposed estimation methods are investigated through simulations as well as real life data sets. The potentiality of the proposed model is established through modelling of two real life data sets. The results have shown clear preference for the proposed model compared to several know competing ones.
关键词:Xgamma Model; Fréchet Model; Simulations; Least Squares; Cramer-Von- Mises; Maximum Product Spacing Distance; Bootstraping