A note on estimation of percentiles and reliability in the extreme-value distribution

DOI10.1016/0167-7152(84)90005-1zbMath0543.62022OpenAlexW2018914407MaRDI QIDQ796199

Jerome P. Keating

Publication date: 1984

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(84)90005-1

zbMATH Keywords

Pitman nearnessequivariant estimatorsextreme-value distributionWeibull failure modelancillary informationconditional median unbiased estimatepoint estimates of percentiles

Mathematics Subject Classification ID

Point estimation (62F10) Admissibility in statistical decision theory (62C15) Reliability and life testing (62N05)

Related Items (2)

Estimation of an exponential quantile under pitman's measure of closeness ⋮ Pitman closest equivariant estimators and predictors under location-scale models

Cites Work

• Minimum chi-square, not maximum likelihood!
• Confidence Interval Estimation for the Weibull and Extreme Value Distributions
• Inference in the Generalized Gamma and Log Gamma Distributions
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