THE EXPONENTIATED FRECHET DISTRIBUTION
by Saralees Nadarajah and Samuel Kotz.
Gupta et al. [Communication in Statistics---Theory and Methods,
1998, 27, 887--904] introduced the exponentiated exponential distribution
as a generalization of the standard exponential distribution.
In this note we introduce a distribution that generalizes the
standard Frechet distribution in the same way
exponential distribution generalizes
the standard exponential distribution.
We refer to this new distribution as the exponentiated Frechet distribution.
The aim of this note is to provide a comprehensive treatment of
the mathematical properties of this new distribution.
We derive the analytical shapes of the corresponding probability
density function and the hazard rate function and provide graphical illustrations.
We calculate expressions for the $n$th moment and the asymptotic
distribution of the extreme order statistics.
We investigate the variation of the skewness and kurtosis measures.
We also discuss estimation by the method of maximum likelihood.
Saralees Nadarajah, firstname.lastname@example.org
Samuel Kotz, email@example.com
READING THE ARTICLE: You can read the article in
portable document (.pdf) format (115983 bytes.)
NOTE: The content of this article is the intellectual property of the authors, who retains all rights to future publication.
This page has been accessed 3955 times since July 24, 2006.
Return to the Home Page.