Efficient estimation of parameters of the extreme value distribution

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dc.contributor.authorSaha, Sathi Rani
dc.contributor.examiningcommitteeThavaneswaran, Aerambamoorthy (Statistics) Thulasiram, Ruppa (Computer Science)en_US
dc.contributor.supervisorMandal, Saumen (Statistics)en_US
dc.date.accessioned2014-08-21T20:32:02Z
dc.date.available2014-08-21T20:32:02Z
dc.date.issued2014en_US
dc.degree.disciplineStatisticsen_US
dc.degree.levelMaster of Science (M.Sc.)en_US
dc.description.abstractThe problem of efficient estimation of the parameters of the extreme value distribution has not been addressed in the literature. We obtain efficient estimators of the parameters of type I (maximum) extreme value distribution without solving the likelihood equations. This research provides for the first time simple expressions for the elements of the information matrix for type II censoring. We construct efficient estimators of the parameters using linear combinations of order statistics of a random sample drawn from the population. We derive explicit formulas for the information matrix for this problem for type II censoring and construct efficient estimators of the parameters using linear combinations of available order statistics with additional weights to the smallest and largest order statistics. We consider numerical examples to illustrate the applications of the estimators. We also perform an extensive Monte Carlo simulation study to examine the performance of the estimators for different sample sizes.en_US
dc.description.noteOctober 2014en_US
dc.identifier.citationSaha, S., M. Samanta, and S. Mandal (2014). Efficient estimation of parameters of the extreme value distribution. Sankhya B. Accepted, in press, doi:10.1007/s13571-013-0074-3en_US
dc.identifier.urihttp://hdl.handle.net/1993/23841
dc.language.isoengen_US
dc.publisherSankhya B: The Indian Journal of Statisticsen_US
dc.rightsopen accessen_US
dc.subjectefficienten_US
dc.subjectextreme value distributionen_US
dc.subjectestimationen_US
dc.subjectcensored observationen_US
dc.titleEfficient estimation of parameters of the extreme value distributionen_US
dc.typemaster thesisen_US
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