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dc.contributor.supervisor Mandal, Saumen (Statistics) en_US
dc.contributor.author Saha, Sathi Rani
dc.date.accessioned 2014-08-21T20:32:02Z
dc.date.available 2014-08-21T20:32:02Z
dc.date.issued 2014 en_US
dc.identifier.citation Saha, S., M. Samanta, and S. Mandal (2014). Efficient estimation of parameters of the extreme value distribution. Sankhya B. Accepted, in press, doi:10.1007/s13571-013-0074-3 en_US
dc.identifier.uri http://hdl.handle.net/1993/23841
dc.description.abstract The 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.publisher Sankhya B: The Indian Journal of Statistics en_US
dc.subject efficient en_US
dc.subject extreme value distribution en_US
dc.subject estimation en_US
dc.subject censored observation en_US
dc.title Efficient estimation of parameters of the extreme value distribution en_US
dc.degree.discipline Statistics en_US
dc.contributor.examiningcommittee Thavaneswaran, Aerambamoorthy (Statistics) Thulasiram, Ruppa (Computer Science) en_US
dc.degree.level Master of Science (M.Sc.) en_US
dc.description.note October 2014 en_US


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