Accession Number : AD0849869

Title :   Simultaneous Linear Estimation of the Location and Scale Parameters of the Extreme-Value Distribution Using Selected Order Statistics from Doubly Censored Samples.

Descriptive Note : Master's thesis,

Corporate Author : AIR FORCE INST OF TECH WRIGHT-PATTERSON 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 extreme-value distribution (Type I) may be estimated by applying general least-square 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 M-order-static-estimator variances for the extreme-value 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 M-order-statistic 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