Lomax-Gumbel {Fréchet}: A New Distribution
M. R. Mahmoud
Department of Mathematical Statistics, Institute of Statistical Studies and Research, Cairo University, Giza, Egypt.
R. M. Mandouh
Department of Mathematical Statistics, Institute of Statistical Studies and Research, Cairo University, Giza, Egypt.
R. E. Abdelatty *
Department of Mathematical Statistics, Institute of Statistical Studies and Research, Cairo University, Giza, Egypt.
*Author to whom correspondence should be addressed.
Abstract
In this paper the T-R{Y} framework is used for proposing a new distribution that called The Lomax-Gumbel{Fréchet} distribution. We study in details the properties of this distribution including hazard function, quantile Function, the skewness, the kurtosis, transformation, Renyi entropy, and moment generating function. Estimate of the parameters will be obtained using the MLE method. We present a simulation study and t the distribution to two real data sets.
Keywords: Maximum Likelihood Estimation, quantile function, Renyi Entropy, T-R{Y} Framework