Compute the first four ordinary moments, central moments, mean, and variance, Pearson's coefficient of skewness and kurtosis, coefficient of variation, median and quartile deviation based on the selected parametric values of the Frechet distribution.
d_fre(alpha, beta, zeta)d_fre gives the first four ordinary moments, central moments, mean, and variance, Pearson's coefficient of skewness and kurtosis, coefficient of variation, median and quartile deviation based on the selected parametric values of the Frechet distribution.
The parameter of the Frechet distribution (\(\alpha>0\)).
The parameter of the Frechet distribution (\(\beta\in\left(-\infty,+\infty\right)\)).
The parameter of the Frechet distribution (\(\zeta>0\)).
Muhammad Imran.
R implementation and documentation: Muhammad Imran imranshakoor84@yahoo.com.
The following is the probability density function of the Frechet distribution:
$$ f(x)=\frac{\alpha}{\zeta}\left(\frac{x-\beta}{\zeta}\right)^{-1-\alpha}e^{-(\frac{x-\beta}{\zeta})^{-\alpha},} $$ where \(x>\beta\), \(\alpha>0\), \(\zeta>0\) and \(\beta\in\left(-\infty,+\infty\right)\). The Frechet distribution is also known as inverse Weibull distribution and special case of the generalized extreme value distribution.
Abbas, K., & Tang, Y. (2015). Analysis of Frechet distribution using reference priors. Communications in Statistics-Theory and Methods, 44(14), 2945-2956.
d_wei