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

2013-06-15

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Section

Articles

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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