Accession Number : AD0743617

Title :   Conditional Nearly Best Linear Invariant Estimation of the Scale and Location Parameters of the First Extreme Value Distribution.

Descriptive Note : Master's thesis,

Corporate Author : AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OHIO SCHOOL OF ENGINEERING

Personal Author(s) : Boyd,Alfred A. , Jr

Report Date : MAR 1972

Pagination or Media Count : 525

Abstract : Conditional, nearly best, linear invariant estimators of the scale and location parameters of the first extreme value distributions are developed using order statistics. A previously untried approximate covariance is used in place of the approximation of Gunnar Blom. Coefficients of the order statistics are calculated and tabled for sample sizes of 1 to 40. The tables include coefficients for estimation using complete samples and samples censored from above or symmetrically censored from both ends. A technique for simultaneous estimation using the conditional coefficients is described. Mean squared errors are listed for all estimators, and a comparison between these mean squared errors and the mean squared errors using the approximation of Blom is made. (Author)

Descriptors :   (*STATISTICAL DISTRIBUTIONS, MATHEMATICAL PREDICTION), DECISION THEORY, SAMPLING, LINEAR SYSTEMS, TABLES(DATA), THESES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE