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 estimator is also shown to be optimal with respect to Pitman Nearness.

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Year of publication:	1984
Authors:	Keating, Jerome P.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 2.1984, 3, p. 143-146
Publisher:	Elsevier
Keywords:	Weibull failure model median unbiased estimators Pitman Nearness

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254420