Unification of the FrÃ©chet and Weibull Distribution
AbstractWell-known results for the FrÃ©chet and Weibull distribution are streamlined using a unifying parametrisation. Expected values for order statistics follow through a fractional matrix power and the likelihood surface in case of a loglinear specification for the scale parameter is shown to have just two stationary points.
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Bibliographic InfoPaper provided by Netherlands Central Bank, Research Department in its series DNB Working Papers with number 198.
Date of creation: Jan 2009
Date of revision:
FrÃ©chet; Weibull; Gumbel; incomplete Gamma; Lorenz curve; order statistics; fractional matrix power; maximum likelihood.;
Find related papers by JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
This paper has been announced in the following NEP Reports:
- NEP-ALL-2009-01-31 (All new papers)
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