Weighted Moments Estimators of the Parameters for the Extreme Value Distribution Based on the Multiply Type II Censored Sample

Weighted Moments Estimators of the Parameters for the Extreme Value Distribution Based on the Multiply Type II Censored Sample

We propose the weighted moments estimators (WMEs) of the location and scale parameters for the extreme value distribution based on the multiply type II censored sample. Simulated mean squared errors (MSEs) of best linear unbiased estimator (BLUE) and exact MSEs of WMEs are compared to study the beha...

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Bibliographic Details
Main Authors:	Jong-Wuu Wu, Sheau-Chiann Chen, Wen-Chuan Lee, Heng-Yi Lai
Format:	Article
Language:	English
Published:	Wiley 2013-01-01
Series:	The Scientific World Journal
Online Access:	http://dx.doi.org/10.1155/2013/281624
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