Shrinkage estimation of scale parameter of the extreme-value distribution

Author

Chiou, Paul

Author_Institution

Louisiana Tech Univ., Ruston, LA, USA

Volume

37

Issue

4

fYear

1988

fDate

10/1/1988 12:00:00 AM

Firstpage

370

Lastpage

374

Abstract

The author studies the usual preliminary test estimator of the scale parameter of the extreme-value distribution in censored samples. The optimum levels of significance and their corresponding critical values for the preliminary test are obtained based on the minimax regret criterion. A preliminary test shrinkage estimator that is smoother than the usual preliminary test estimator is proposed as well. The optimum values of shrinkage coefficients for the preliminary test shrinkage estimator are obtained, and are also based on the minimax regret criterion. Comparison of these two estimators shows that if the mean square error is a criterion of goodness of estimation then the preliminary test shrinkage estimator is better than the usual preliminary test estimator

Keywords

life testing; parameter estimation; reliability theory; statistical analysis; censored samples; extreme-value distribution; life testing; mean square error; minimax regret criterion; preliminary test estimator; reliability theory; scale parameter estimation; shrinkage estimator; Error analysis; Least squares approximation; Life testing; Mean square error methods; Minimax techniques; Parameter estimation; Reliability theory; State estimation; Statistical analysis; Statistical distributions;

fLanguage

English

Journal_Title

Reliability, IEEE Transactions on

Publisher

ieee

ISSN

0018-9529

Type

jour

DOI

10.1109/24.9841

Filename

9841