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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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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author Jong-Wuu Wu
Sheau-Chiann Chen
Wen-Chuan Lee
Heng-Yi Lai
author_facet Jong-Wuu Wu
Sheau-Chiann Chen
Wen-Chuan Lee
Heng-Yi Lai
author_sort Jong-Wuu Wu
collection DOAJ
description 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 behavior of different estimation methods. The results show the best estimator among the WMEs and BLUE under different combinations of censoring schemes.
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institution Kabale University
issn 1537-744X
language English
publishDate 2013-01-01
publisher Wiley
record_format Article
series The Scientific World Journal
spelling doaj-art-0633029bfe134cf1af7eced9c64ba9922025-02-03T01:08:55ZengWileyThe Scientific World Journal1537-744X2013-01-01201310.1155/2013/281624281624Weighted Moments Estimators of the Parameters for the Extreme Value Distribution Based on the Multiply Type II Censored SampleJong-Wuu Wu0Sheau-Chiann Chen1Wen-Chuan Lee2Heng-Yi Lai3Department of Applied Mathematics, National Chiayi University, Chiayi, TaiwanDepartment of Applied Mathematics, National Chiayi University, Chiayi, TaiwanDepartment of International Business, Chang Jung Christian University, Tainan 71101, TaiwanDepartment of Applied Mathematics, National Chiayi University, Chiayi, TaiwanWe 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 behavior of different estimation methods. The results show the best estimator among the WMEs and BLUE under different combinations of censoring schemes.http://dx.doi.org/10.1155/2013/281624
spellingShingle Jong-Wuu Wu
Sheau-Chiann Chen
Wen-Chuan Lee
Heng-Yi Lai
Weighted Moments Estimators of the Parameters for the Extreme Value Distribution Based on the Multiply Type II Censored Sample
The Scientific World Journal
title Weighted Moments Estimators of the Parameters for the Extreme Value Distribution Based on the Multiply Type II Censored Sample
title_full Weighted Moments Estimators of the Parameters for the Extreme Value Distribution Based on the Multiply Type II Censored Sample
title_fullStr Weighted Moments Estimators of the Parameters for the Extreme Value Distribution Based on the Multiply Type II Censored Sample
title_full_unstemmed Weighted Moments Estimators of the Parameters for the Extreme Value Distribution Based on the Multiply Type II Censored Sample
title_short Weighted Moments Estimators of the Parameters for the Extreme Value Distribution Based on the Multiply Type II Censored Sample
title_sort weighted moments estimators of the parameters for the extreme value distribution based on the multiply type ii censored sample
url http://dx.doi.org/10.1155/2013/281624
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