Some Complete And Censored Sampling Results For The Weibull Or Extreme-value Distribution
Abstract
A simple, unbiased estimator, based on a censored sample, has been proposed by Rain [1] for the scale parameter of the Extreme-value distribution. This estimator was shown to have high efficiency and to be approximately distributed as a chi-square variable if substantial censoring occurs. Further small sample and asymptotic properties of this estimator are considered in this paper. The estimator is modified so that it is more applicable to the complete sample case and a close chi-square approximation is established for all cases. The estimator is also shown to be related to the maximum likelihood estimator. © 1973 Taylor and Francis Group, LLC.
Recommended Citation
M. Engelhardt and L. J. Bain, "Some Complete And Censored Sampling Results For The Weibull Or Extreme-value Distribution," Technometrics, vol. 15, no. 3, pp. 541 - 549, Taylor and Francis Group; Taylor and Francis; American Statistical Association, Jan 1973.
The definitive version is available at https://doi.org/10.1080/00401706.1973.10489080
Department(s)
Geosciences and Geological and Petroleum Engineering
Second Department
Mathematics and Statistics
Keywords and Phrases
Approximate distribution; Censored sampling; Estimation; Extreme-valrte distribution; Relative efficiency; Weibull distribution
International Standard Serial Number (ISSN)
1537-2723; 0040-1706
Document Type
Article - Journal
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2023 Taylor and Francis Group; Taylor and Francis; American Statistical Association, All rights reserved.
Publication Date
01 Jan 1973
