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http://dx.doi.org/10.5351/CSAM.2013.20.5.405

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)
Publication Information
Communications for Statistical Applications and Methods / v.20, no.5, 2013 , pp. 405-416 More about this Journal
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.
Keywords
Approximate maximum likelihood estimator; Bayesian estimation; exponentiated Gumbel distribution; record values;
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Times Cited By KSCI : 5  (Citation Analysis)
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