Parameters Estimation of Generalized Extreme Value Distribution under Progressive Type II Censored

Authors

  • E. A. El Sherpieny Department of Mathematical Statistics, Institute of Statistical Studies & Research, Cairo University, Giza
  • S. M. Assar Department of Mathematical Statistics, Institute of Statistical Studies & Research, Cairo University, Giza
  • Nesma Mamdouh Amer Institute of Statistical Studies & Research. Cairo University

Keywords:

Generalized extreme value distribution, Progressive censoring, Variance- covariance matrix

Abstract

In this paper, the estimation for the three unknown parameters of the generalized extreme value distribution under progressive type-II censored will be considered. The corresponding asymptotic variance covariance matrix for the parameters and also asymptotic confidence intervals for the parameters are obtained. Finally, A numerical illustration will be carried out. Some literatures may be considered as special cases from our results.

 

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Published

15-06-2013

Issue

Vol. 1 No. 2 (2013): June 2013

Section

Articles

License

Copyright © The Author(s). This article is published under the Creative Commons Attribution License (CC BY 4.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite

Parameters Estimation of Generalized Extreme Value Distribution under Progressive Type II Censored. (2013). Asian Journal of Applied Sciences, 1(2). https://ajouronline.com/index.php/AJAS/article/view/105

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