Journal of the Korean Data and Information Science Society
- Volume 18 Issue 3
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- Pages.817-826
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- 2007
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- 1598-9402(pISSN)
Estimation for the Generalized Extreme Value Distribution Based on Multiply Type-II Censored Samples
- Han, Jun-Tae (Department of Statistics, Yeungnam University, Institute for National Health Insurance, National Health Insurance Corporation) ;
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Kang, Suk-Bok
(Department of Statistics, Yeungnam University)
- Published : 2007.08.31
Abstract
In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and the location parameter in a generalized extreme value distribution under multiply Type-II censoring by the approximate maximum likelihood estimation method. We compare the proposed estimators in the sense of the mean squared error for various censored samples.
Keywords
- Approximate Maximum Likelihood Estimator;
- Generalized Extreme Value Distribution;
- Multiply Type-II Censored Sample