A flexible extension to an extreme distribution

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Abstract

The aim of this paper is not only to propose a new extreme distribution, but also to show that the new extreme model can be used as an alternative to well-known distributions in the literature to model various kinds of datasets in different fields. Several of its statistical properties are explored. It is found that the new extreme model can be utilized for modeling both asymmetric and symmetric datasets, which suffer from over-and under-dispersed phenomena. Moreover, the hazard rate function can be constant, increasing, increasing–constant, or unimodal shaped. The maximum likelihood method is used to estimate the model parameters based on complete and censored samples. Finally, a significant amount of simulations was conducted along with real data applications to illustrate the use of the new extreme distribution.

Original languageEnglish
Article number745
JournalSymmetry
Volume13
Issue number5
DOIs
StatePublished - May 2021

Keywords

  • Censored samples
  • Hazard rate function
  • Maximum likelihood estimation
  • Probability distributions
  • Skewed and symmetric data

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