Generalised Odd Frechet Family of Distributions: Properties and Applications

Shahdie Marganpoor; Vahid Ranjbar; Morad  Alizadeh; Kamel  Abdollahnezhad

doi:DOI 10.21307/stattrans-2020-047

Generalised Odd Frechet Family of Distributions: Properties and Applications

Shahdie Marganpoor Golestan University, Gorgan, 49138-15739, Iran , Vahid Ranjbar Golestan University, Gorgan, 49138-15739, Iran ORCID:https://orcid.org/0000-0003-3743-0330 , Morad Alizadeh Persian Gulf University, Bushehr, 751691-3798, Iran ORCID:https://orcid.org/0000-0001-6638-2185 , Kamel Abdollahnezhad Golestan University, Gorgan, 49138-15739, Iran Statistics in Transition new series, vol. 21, 2020, 3, pages: 109-128 Published online: 4 September 2020 DOI DOI 10.21307/stattrans-2020-047

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ABSTRACT

A new distribution called Generalized Odd Fréchet (GOF) distribution is presented and its properties explored. Some structural properties of the proposed distribution, including the shapes of the hazard rate function, moments, conditional moments, moment generating function, skewness, and kurtosis are presented. Mean deviations, Lorenz and Bonferroni curves, Rényi entropy, and the distribution of order statistics are given. The maximum likelihood estimation technique is used to estimate the model parameters, and finally applications of the model to a real data set are presented to illustrate the usefulness of the proposed distribution.

KEYWORDS

Fréchet distribution, Wiebull distribution, structural properties, failure-time, maximum likelihood estimation.

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