Bayesian Estimation of the Parameters of the Extreme Value Distributon | ||
The Egyptian Statistical Journal | ||
Article 9, Volume 24, Issue 2, December 1980, Pages 140-152 PDF (5.66 M) | ||
Document Type: Original Article | ||
DOI: 10.21608/esju.1980.428385 | ||
Authors | ||
S.K. Ashour* ; Y.M. El-Adel | ||
Institute of Statistical Studies & Research, Cairo University, Egypt | ||
Abstract | ||
This paper presents a Bayesian analysis of the soale and location parameters of the Extreme value distribution in the case of censored type I samples above. By assuming dependent and independent priors for the scale and location,parameters, Bayes' estimates and their Baves'risks will be discussed. Using an iterative procedure and numerical integration, nume-rical comparisons between Bayesian and maximum likelihood estimates will be investigated. As we expect BaNesPresults are more efficient than maximum likelihood. | ||
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