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 behavior of different estimation methods. The results show the best estimator among the WMEs and BLUE under different combinations of censoring schemes.
Department of Applied Mathematics, National Chiayi University, Chiayi, Taiwan.
Jong-Wuu
JW
Wu
Sheau-Chiann
SC
Chen
Wen-Chuan
WC
Lee
Heng-Yi
HY
Lai
D015233:Models, Statistical