Unbiased Nearly Best Linear Conditional Estimates of the Scale and Location Parameters of the Extreme Value Distribution by the Use of Order Statistics.

Unbiased, nearly best, linear, conditional estimates of the scale and location parameters of the first extreme value distribution of largest values are developed with the use of order statistics. Coefficients of the estimators are calculated and tabled for sample sizes from one to forty. The tables include coefficients of estimators for complete samples along with coefficients for samples equally censored from both ends. These coefficients can also be used to simultaneously estimate both parameters when neither is known. Author