Optimal Parameter Estimation of the Extreme Value Distribution Based on a Type II Censored Sample

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Title:	Optimal Parameter Estimation of the Extreme Value Distribution Based on a Type II Censored Sample
Authors:	吳忠武;Wu, J. W.;李百靈;Li, Pai-ling
Contributors:	淡江大學統計學系
Keywords:	Doubly Type II censored sample;Type I extreme value distribution;Weibull distribution;Joint confidence region
Date:	2003-01-01
Issue Date:	2009-11-30 12:54:16 (UTC+8)
Publisher:	Taylor & Francis
Abstract:	Different types of exact confidence intervals and exact joint confidence regions for the parameters of the Type I extreme value distribution based on a doubly Type II censored sample or a right censored sample are developed in this paper. The parameter estimations of Weibull distribution are also discussed. Moreover, we provide optimal criteria for finding a best exact confidence interval and a best exact joint confidence region among these estimations. Finally, two examples are given to illustrate our proposed method.
Relation:	Communications in Statistics : Theory and Methods 32(3), pp.533-554
DOI:	10.1081/STA-120018550
Appears in Collections:	[Graduate Institute & Department of Statistics] Journal Article [Graduate Institute & Department of Statistics] Journal Article

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