A New Distribution for Modeling Extreme Values

Journal of Data Science

article

Mohamed G. Khalil¹ 

[1]Department of Statistics, Mathematics and Insurance, Benha University

关键词: Fréchet Distribution;    Moments;    Estimation;    Extreme Value Theory;   

DOI  :  10.6339/JDS.201907_17(3).0002

学科分类：土木及结构工程学

来源: JDS

【 摘 要 】

In this work, we introduce a new distribution for modeling the extreme values. Some important mathematical properties of the new model are derived. We assess the performance of the maximum likelihood method in terms of biases and mean squared errors by means of a simulation study. The new model is better than some other important competitive models in modeling the repair times data and the breaking stress data.

【 授权许可】

CC BY