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Accession Number:
AD0743617
Title:
Conditional Nearly Best Linear Invariant Estimation of the Scale and Location Parameters of the First Extreme Value Distribution.
Corporate Author:
AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OHIO SCHOOL OF ENGINEERING
Report Date:
1972-03-01
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
Descriptive Note:
Master's thesis,
Pages:
0525
File Size:
0.00MB
