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, H. S. Shahen . New Generalized Extreme Value Distribution and its Bivariate Extension. International Journal of Computer Applications. 173, 3 ( Sep 2017), 1-10. DOI=10.5120/ijca2017915276
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.