Accession Number:

AD0743617

Title:

Conditional Nearly Best Linear Invariant Estimation of the Scale and Location Parameters of the First Extreme Value Distribution.

Descriptive Note:

Master's thesis,

Corporate Author:

AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OHIO SCHOOL OF ENGINEERING

Personal Author(s):

Report Date:

1972-03-01

Pagination or Media Count:

525.0

Abstract:

Conditional, nearly best, linear invariant estimators of the scale and location parameters of the first extreme value distributions are developed using order statistics. A previously untried approximate covariance is used in place of the approximation of Gunnar Blom. Coefficients of the order statistics are calculated and tabled for sample sizes of 1 to 40. The tables include coefficients for estimation using complete samples and samples censored from above or symmetrically censored from both ends. A technique for simultaneous estimation using the conditional coefficients is described. Mean squared errors are listed for all estimators, and a comparison between these mean squared errors and the mean squared errors using the approximation of Blom is made. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE