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

Jerome P. Keating

Statistics & Probability Letters, 1984, vol. 2, issue 3, 143-146

Abstract: 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.

Keywords: Weibull; failure; model; median; unbiased; estimators; Pitman; Nearness (search for similar items in EconPapers)
Date: 1984
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