Analysis of Frechet Distribution Based on Type-I Censored Data

Abstract

In this paper an effort has been made to develop maximum likelihood estimators of two parameters Frechet distribution based on type-I censored data. The observed Fisher information matrix and confidence intervals of the parameters based on asymptotic normality are also derived. An extensive simulation study is conducted to illustrate the statistical properties of the parameters and the confidence intervals. Finally, one real data set about the remission times of leukemia patients is analyzed for illustrative purposes.