Simultaneous Linear Estimation of the Location and Scale Parameters of the Extreme-Value Distribution Using Selected Order Statistics from Doubly Censored Samples.
AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH SCHOOL OF ENGINEERING
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The location and scale parameters of the extreme-value distribution Type I may be estimated by applying general least-square theory to an ordered sample. The resulting estimators are linear, unbiased and of minimum variance among linear unbiased estimators. The procedure is also applicable to censored samples where the R sub 1 smallest and R sub 2 largest observations are missing leaving N - R sub 1 R sub 2 M observations available. The M-order-static-estimator variances for the extreme-value distribution are tabulated for N 3118, M 21N. Since certain observations contain more information about distribution parameters than others, efficient estimators may be obtained by using only L of the M available observations. The coefficients of linear estimation based on selected order statics, together with efficiencies relative to M-order-statistic estimators, are tabulated for N 3118, M 21N, L 21m where m is either M or the value of L giving a 99.0 efficient estimator, whichever is reached first. Author
- Statistics and Probability
- Manufacturing and Industrial Engineering and Control of Production Systems