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The Generalized Odd Generalized Exponential Fréchet Model: Univariate, Bivariate and Multivariate Extensions with Properties and Applications to the Univariate Version

The Generalized Odd Generalized Exponential Fréchet Model: Univariate, Bivariate and Multivariate Extensions with Properties and Applications to the Univariate Version

A new univariate extension of the Fréchet distribution is proposed and studied. Some of its fundamental statistical properties such as stochastic properties, ordinary and incomplete moments, moments generating functions, residual life and reversed residual life functions, order statistics, quantile spread ordering, Rényi, Shannon and q-entropies are derived. A simple type …