Estimation of tail parameters under type i censoring
- 1 January 1980
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 9 (11), 1165-1175
- https://doi.org/10.1080/03610928008827949
Abstract
This paper is a continuation of previous work concerning the estimation of tail-parameters under Type II censoring (Weissman 1978). The same estimation problem is considered here, this truip under Type I censoring. A sample of size n is censored below aE a given level x0it is assumed that che underlying distriibution .function (df)belogs to the domain of attraction of a known extreme-value distribution and that K - K(xo) , the number of observed values, remains finite as on - ∞ . We offer here estimators, which are asymptotically maximum likelihood estimators (MLE's), for quantiles associated with the tail of F such as location and scale parameters, quantiles and F(x) itself (for x in the tail). The results are applied to two illustrative examples.Keywords
This publication has 2 references indexed in Scilit:
- Inferences Based on Censored Sampling From the Weibull or Extreme-Value DistributionTechnometrics, 1972
- Sur La Distribution Limite Du Terme Maximum D'Une Serie AleatoireAnnals of Mathematics, 1943