Some Results for Beta Fréchet Distribution

DOI10.1080/03610920903366149zbMATH Open1216.62018arXiv0809.1873OpenAlexW2592065463MaRDI QIDQ3007828FDOQ3007828

Authors: Wagner Barreto-Souza, Alexandre B. Simas, Gauss M. Cordeiro 

Publication date: 17 June 2011

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Abstract: Nadarajah and Gupta (2004) introduced the beta Fr'echet (BF) distribution, which is a generalization of the exponentiated Fr'echet (EF) and Fr'echet distributions, and obtained the probability density and cumulative distribution functions. However, they do not investigated its moments and the order statistics. In this paper the BF density function and the density function of the order statistics are expressed as linear combinations of Fr'echet density functions. This is important to obtain some mathematical properties of the BF distribution in terms of the corresponding properties of the Fr'echet distribution. We derive explicit expansions for the ordinary moments and L-moments and obtain the order statistics and their moments. We also discuss maximum likelihood estimation and calculate the information matrix which was not known. The information matrix is easily numerically determined. Two applications to real data sets are given to illustrate the potentiality of this distribution.

Full work available at URL: https://arxiv.org/abs/0809.1873

Recommendations

• scientific article; zbMATH DE number 2204323
• Some beta distributions
• Some results on non-central beta distributions
• On some new properties of the beta distribution
• A note on the estimate of the beta distribution
• A generalization of the beta distribution with applications

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10) Order statistics; empirical distribution functions (62G30)

Cites Work

• BETA-NORMAL DISTRIBUTION AND ITS APPLICATIONS
• The beta Gumbel distribution
• Title not available (Why is that?)
• Families of distributions arising from distributions of order statistics
• On the Moments of the Beta Normal Distribution

Cited In (23)

• Methods for generating families of univariate continuous distributions in the recent decades
• The Kumaraswamy Marshal-Olkin family of distributions
• A generalization of the exponential-Poisson distribution
• A new extension of the Fréchet distribution: Properties and its characterization
• A New Generalization of the Fréchet Distribution: Properties and Application
• The modified Kies-Fréchet distribution: properties, inference and application
• A new generalized Weibull family of distributions: mathematical properties and applications
• A new mixed negative binomial Kumaraswamy-Lindley distribution and its application
• Characterization of the new modified class of power function distribution with theory, simulation and applications
• The Gompertz Fréchet distribution: properties and applications
• The power series exponential power series distributions with applications to failure data sets
• A generalized polynomial-logistic distribution and applications
• Two-component mixture of transmuted Fréchet distribution: Bayesian estimation and application in reliability
• The beta generalized logistic distribution
• A new family of quantile functions and its applications
• Analysis of COVID-19 and cancer data using new half-logistic generated family of distributions
• Failure Rate and Aging Properties of Generalized Beta- and Gamma-generated Distributions
• A new extension of the beta generator of distributions
• An \texttt{R} package for value at risk and expected shortfall
• The Weibull Fréchet distribution and its applications
• Title not available (Why is that?)
• The beta-Dagum distribution: definition and properties
• Title not available (Why is that?)

This page was built for publication: Some Results for Beta Fréchet Distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3007828)