A New Lifetime Model: The Gamma Extended Fréchet Distribution

For the first time, a four-parameter lifetime model, called the gamma extended Fréchet distribution, is defined and studied. We obtain some of its mathematical properties. Explicit expressions for the ordinary and incomplete moments, quantile function, mean deviations, Rényi entropy and reliability are provided. The order statistics and their moments are derived. The method of maximum likelihood is used for estimating the model parameters. We determine the observed information matrix. An application to a real data set shows that the new distribution can provide a better fit than other classical lifetime models. We hope that this generalization may attract wider applications in reliability, biology and survival analysis.