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New Generalized Extreme Value Distribution and its Bivariate Extension

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International Journal of Computer Applications
Foundation of Computer Science (FCS), NY, USA
Volume 173 - Number 3
Year of Publication: 2017
Authors:
A. H. El-Bassiouny, Mohamed Abouhawwash, H. S. Shahen
10.5120/ijca2017915276

A H El-Bassiouny, Mohamed Abouhawwash and H S Shahen. New Generalized Extreme Value Distribution and its Bivariate Extension. International Journal of Computer Applications 173(3):1-10, September 2017. BibTeX

@article{10.5120/ijca2017915276,
	author = {A. H. El-Bassiouny and Mohamed Abouhawwash and H. S. Shahen},
	title = {New Generalized Extreme Value Distribution and its Bivariate Extension},
	journal = {International Journal of Computer Applications},
	issue_date = {September 2017},
	volume = {173},
	number = {3},
	month = {Sep},
	year = {2017},
	issn = {0975-8887},
	pages = {1-10},
	numpages = {10},
	url = {http://www.ijcaonline.org/archives/volume173/number3/28312-2017915276},
	doi = {10.5120/ijca2017915276},
	publisher = {Foundation of Computer Science (FCS), NY, USA},
	address = {New York, USA}
}

Abstract

In this paper, a new distribution called New Generalized Extreme Value (NGEV) distribution is introduced. Also, the statistical properties of this model are studied, such as, quantiles, moment generating function and moments of order statistics. Moreover, maximum likelihood estimators of it’s parameters are discussed. An application of NGEV distribution to a survival times in months of 20 acute myeloid leukemia patients data set is provided. Also, bivariate New Generalized Extreme Value BNGEV distribution.is introduced a Marshall-Olkin type. Marginal and conditional distribution functions are studied. Furthermore, maximum likelihood estimates (MLEs) of the parameters are presented. An application of BNGEV distribution to an UEFA Champion0s League data set is provided and the profiles of the log-likelihood function of parameters of NGEVD and BNGEVD are plotted.

References

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Keywords

Extreme value distribution, Exponentiated Weibull distribution, Moment generating function, Joint cumulative distribution function, Maximum likelihood estimation