期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2017
卷号：13
期号：3
页码：617-632
DOI：10.18187/pjsor.v13i3.1727
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：A new five parameter Fréchet model for Extreme Values was proposed and studied. Various mathematical properties including moments, quantiles, and moment generating function were derived. Incomplete moments and probability weighted moments were also obtained. The maximum likelihood method was used to estimate the model parameters. The flexibility of the derived model was accessed using two real data set applications.
其他摘要：A new five parameter Fréchet model for Extreme Values was proposed and studied. Various mathematical properties including moments, quantiles, and moment generating function were derived. Incomplete moments and probability weighted moments were also obtained. The maximum likelihood method was used to estimate the model parameters. The flexibility of the derived model was accessed using two real data set applications.
关键词：Fréchet; Weibull-G; Moments; Hazard rate; hazard rate; Maximum Likelihood.
