Some Results for Beta Fréchet Distribution

DOI10.1080/03610920903366149MaRDI QIDQ3007828zbMATHOpenAlexFDO

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)

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 1528193 (Why is no real title available?)
• BETA-NORMAL DISTRIBUTION AND ITS APPLICATIONS
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• On the Moments of the Beta Normal Distribution
• The beta Gumbel distribution

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