Conditional Nearly Best Linear Estimation of the Location and Scale Parameters of the First Extreme Value Distribution.
Abstract
Coefficients for conditional nearly best linear estimation of the location and scale parameters of the first (Type I) extreme value distribution are developed by means of order statistics. Calculations are based on minimizing the mean squared error between the value of the estimator and the value of the actual parameter. Tabled coefficients for sample sizes from 2 to 40 may be used for complete samples, for samples single censored from above, or for samples symmetrically censored from both ends. Coefficients may be used for the distribution of largest or smallest values and the two-parameter Weibull distribution. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1970
- Accession Number
- AD0776769
Entities
People
- William C. Widenhouse
Organizations
- Air Force Institute of Technology