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Estimation for the Extreme Value Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.3
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    • pp.629-638
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    • 2005
  • We derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the extreme value distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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AMLEs for the Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang Suk-Bok;Lee Sang-Ki
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.603-613
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    • 2005
  • We propose some estimators of the location parameter and derive the approximate maximum likelihood estimators (AMLEs) of the scale parameter in the exponential distribution based on multiply Type-II censored samples. We calculate the moments for the proposed estimators of the location parameter, and the AMLEs which are the linear functions of the order statistics. We compare the proposed estimators in the sense of the mean squared error (MSE) for various censored samples.

Estimation for Two-Parameter Rayleigh Distribution Based on Multiply Type-II Censored Sample

  • Han, Jun-Tae;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1319-1328
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    • 2006
  • For multiply Type-II censored samples from two-parameter Rayleigh distribution, the maximum likelihood method does not admit explicit solutions. In this case, we propose some explicit estimators of the location and scale parameters in the Rayleigh distribution by the approximate maximum likelihood methods. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Test for the Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Lee, Sang-Ki
    • Communications for Statistical Applications and Methods
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    • v.13 no.3
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    • pp.537-550
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    • 2006
  • In this paper, we develope three modified empirical distribution function type tests, the modified Cramer-von Mises test, the modified Anderson-Darling test, and the modified Kolmogorov-Smirnov test for the two-parameter exponential distribution with unknown parameters based on multiply Type-II censored samples. For each test, Monte Carlo techniques are used to generate the critical values. The powers of these tests are also investigated under several alternative distributions.

Estimation for the scale parameter of Weibull Distribution Based on Multiply Censored Samples

  • Han, Jun-Tae;Kang, Suk-Bok;Lee, Hwa-Jung
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.04a
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    • pp.83-90
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    • 2004
  • We consider the problem of estimating the scale parameter of the Weibull distribution based on multiply Type-II censord samples. We propose some estimators by using the approximate maximum likelihood estimation method. The proposed estimators are compared in the sense of the mean squared error.

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Estimation for the Skewed Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Han, Jun-Tae;Park, Sun-Mi
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.10a
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    • pp.125-133
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    • 2004
  • In this paper, we derive the approximate maximum likelihood estimators of the scale and location parameters of the skewed exponential distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Estimation for Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.04a
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    • pp.203-210
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    • 2004
  • When the available sample is multiply Type-II censored, the maximum likelihood estimators of the location and the scale parameters of two- parameter exponential distribution do not admit explicitly. In this case, we propose some estimators which are linear functions of the order statistics and also propose some estimators by approximating the likelihood equations appropriately. We compare the proposed estimators by the mean squared errors.

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Estimation of Weibull Scale Parameter Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Lee, Hwa-Jung;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.3
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    • pp.593-603
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    • 2004
  • We consider the problem of estimating the scale parameter of the Weibull distribution based on multiply Type-II censored samples. We propose two estimators by using the approximate maximum likelihood estimation method for Weibull and extreme value distributions. The proposed estimators are compared in the sense of the mean squared error.

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Estimation for the Rayleigh Distribution Based on Multiply Type-II Censored Sample

  • Han, Jun-Tae;Kang, Suk-Bok
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.11a
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    • pp.183-195
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    • 2006
  • In this paper, we derive several approximate maximum likelihood estimators of the scale and location parameters in the Rayleigh distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Goodness-of-fit Test for the Extreme Value Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Cho, Young-Seuk;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1441-1448
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    • 2008
  • We propose the modified quantile-quantile (Q-Q) plot using the approximate maximum likelihood estimators and the modified normalized sample Lorenz curve (NSLC) plot for the extreme value distribution based on multiply Type-II censored samples. Using two example data sets, we picture the modified Q-Q plot and the modified NSLC plot.

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