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A Study on Weighted Frechet Distribution with Properties and Application in Temperature Data

Umme Habibah Rahman, Tanusree Deb Roy

Abstract



In this paper, we have proposed a three-parameter weighted Frechet distribution of which two parameter Frechet distribution is a particular case. The different structural properties like reliability, order statistics, and entropy of the new model have been studied. The Maximum Likelihood Estimators of the parameters and the Fishers information matrix along with the likelihood ratio test have been discussed. Finally, 11 years of temperature data of Guwahati, Assam has been analyzed, where it is observed that weighted Frechet distribution has a better fit compared to two parameter Frechet distribution.

Keywords


Weighted distribution, Frechet Distribution, Reliability, Maximum likelihood estimator, Fisher Information Matrix, Order statistics, Entropy, Likelihood ratio test.

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