Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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An Analysis of Record Statistics based on an Exponentiated Gumbel Model

  • Kang, Suk Bok (Department of Statistics, Yeungnam University) ;
  • Seo, Jung In (Department of Statistics, Yeungnam University) ;
  • Kim, Yongku (Department of Statistics, Kyungpook National University)
  • Received : 2013.07.11
  • Accepted : 2013.09.12
  • Published : 2013.09.30
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Abstract

This paper develops a maximum profile likelihood estimator of unknown parameters of the exponentiated Gumbel distribution based on upper record values. We propose an approximate maximum profile likelihood estimator for a scale parameter. In addition, we derive Bayes estimators of unknown parameters of the exponentiated Gumbel distribution using Lindley's approximation under symmetric and asymmetric loss functions. We assess the validity of the proposed method by using real data and compare these estimators based on estimated risk through a Monte Carlo simulation.

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References

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