Efficiency of Kimball's Linearized Maximum Likelihood Estimators for the Two Parameter Weibull and Extreme Value Distributions | ||||
The Egyptian Statistical Journal | ||||
Article 7, Volume 29, Issue 2, December 1985, Page 94-100 PDF (10.47 MB) | ||||
Document Type: Original Article | ||||
DOI: 10.21608/esju.1985.316600 | ||||
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Authors | ||||
M. G. Habib; A. I. Bargal | ||||
Kuwait University | ||||
Abstract | ||||
Asymptotic efficiencies, of Kimball's linearized maximum likelihood estimator β ̂ for the scale parameter of the Type I extreme value distribution are evaluated for Type II censored samples. The means and expected squared errors of β ̂ are compared with those of the best linear unbiased order statistic estimator and the asymptotic efficient linear order estimator based on a continuous weighting function for sample sizes n=10 and 20. Asymptotic efficiencies of an approximate maximum likelihood estimator α̂ for the location parameter α of the extreme value distribution are also evaluated. | ||||
Keywords | ||||
Asymptotic Efficiency; Censored Samples; Extreme Value Distribution; Kimball's Linearized Maximum Likelihood Estimators; Order Statistic Estimator; Weibull Distribution | ||||
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