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

A method for deriving point estimates of percentiles in the extreme-value distribution conditioned on the ancillary information is given. The resulting conditional median unbiased estimate is the same regardless of the arbitrary choice of equivariant estimators. The conditional median unbiased estim...

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Bibliographic Details
Published in:Statistics & probability letters 1984-01, Vol.2 (3), p.143-146
Main Author: Keating, Jerome P.
Format: Article
Language:English
Subjects:
Exact sciences and technology
Mathematics
median unbiased estimators
Parametric inference
Pitman Nearness
Probability and statistics
Sciences and techniques of general use
Statistics
Weibull failure model
Weibull failure model median unbiased estimators Pitman Nearness
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Summary:A method for deriving point estimates of percentiles in the extreme-value distribution conditioned on the ancillary information is given. The resulting conditional median unbiased estimate is the same regardless of the arbitrary choice of equivariant estimators. The conditional median unbiased estimator is also shown to be optimal with respect to Pitman Nearness.
ISSN:0167-7152
1879-2103
DOI:10.1016/0167-7152(84)90005-1