Basic Informations

C.V

Shrouk Fathy Ibrahim Ahmed

Master Title

Some Contributions to Extreme Value Distributions

Master Abstract

Extreme value distributions remain the commonly employed technique for investigating the probability of occurrence of extreme events for given recurrence of intervals. It is largely used in risk management, finance, insurance, economics, hydrology, material sciences, telecommunications, and many other industries dealing with extreme events. Due to the importance of extreme value distributions, the main aim of this thesis is to introduce new generator for modeling extreme value based on the star-shaped property. The new class is named the composed –G Q class. To examine the performance of the new generator and to contribute to the extreme value distributions, we introduced new family depends on Fréchet distribution, this family called composed- Fréchet Q family. A sub-model of the new family called the composed- Fréchet exponential (C-FE) distribution is presented to provide the flexibality of the family. Bayesian and non-Bayesian method are used to estimate the parameters of C-FE distribution based on complete and Type II censored samples. Two real data sets are taken to explore the potentiality of the C-FE distribution and concluded that it is more flexible and fits the positive dataset very well than some distributions taken for comparison

PHD Title

PHD Abstract