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

Abstract

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)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1969
Accession Number
AD0767874

Entities

People

  • Milton D. Kingcaid

Organizations

  • Air Force Institute of Technology

Tags

DTIC Thesaurus Topics

  • Coefficients
  • Computing-Related Activities
  • Data Science
  • Estimators
  • Information Science
  • Interdisciplinary Science
  • Mathematics
  • Order Statistics
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.