
Accession Number : AD0849869
Title : Simultaneous Linear Estimation of the Location and Scale Parameters of the ExtremeValue Distribution Using Selected Order Statistics from Doubly Censored Samples.
Descriptive Note : Master's thesis,
Corporate Author : AIR FORCE INST OF TECH WRIGHTPATTERSON AFB OH SCHOOL OF ENGINEERING
Personal Author(s) : Fratzke, William F.
Report Date : DEC 1967
Pagination or Media Count : 162
Abstract : The location and scale parameters of the extremevalue distribution (Type I) may be estimated by applying general leastsquare theory to an ordered sample. The resulting estimators are linear, unbiased and of minimum variance among linear unbiased estimators. The procedure is also applicable to censored samples where the R sub 1 smallest and R sub 2 largest observations are missing leaving N  (R sub 1 + R sub 2) = M observations available. The Morderstaticestimator variances for the extremevalue distribution are tabulated for N = 3(1)18, M = 2(1)N. Since certain observations contain more information about distribution parameters than others, efficient estimators may be obtained by using only L of the M available observations. The coefficients of linear estimation based on selected order statics, together with efficiencies relative to Morderstatistic estimators, are tabulated for N = 3(1)18, M = 2(1)N, L = 2(1)m where m is either M or the value of L giving a 99.0% efficient estimator, whichever is reached first. (Author)
Descriptors : (*STATISTICAL DISTRIBUTIONS, DECISION THEORY), RELIABILITY, QUALITY CONTROL, MONTE CARLO METHOD, PROBABILITY DENSITY FUNCTIONS, SAMPLING, TABLES(DATA), THESES.
Subject Categories : Statistics and Probability
Mfg & Industrial Eng & Control of Product Sys
Distribution Statement : APPROVED FOR PUBLIC RELEASE