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The exponentiated Marshall-Olkin Fréchet distribution

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Pakistan Journal of Statistics and Operation Research, 14(1), 57-74 (2018) .

Full text: http://dx.doi.org/10.18187/pjsor.v14i1.2286

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Abstract

A new five-parameter model called the exponentiated Marshall-Olkin Fréchet distribution is studied. Various of its mathematical properties including ordinary and incomplete moments, quantile and generating functions and order statistics are investigated. The proposed density function can be expressed as a linear mixture of Fréchet densities. The maximum likelihood method is used to estimate the model parameters. The flexibility of the new distribution is proved empirically using two real data sets.

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