Skip to main content

Estimation of Parameters of Extreme Order Distributions of Exponential Type Parents

  • Chapter
Statistical Extremes and Applications

Part of the book series: NATO ASI Series ((ASIC,volume 131))

  • 732 Accesses

Summary

This paper is concerned with the estimation of parameters of asymptotic distributions of extreme order statistics from exponential type parents. Moment and maximum likelihood methods are discussed; the asymptotic efficiency of the former method relative to the latter is evaluated for the top ten order statistics.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 259.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 329.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 329.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Cramer, H. (1951), Mathematical methods of statistics. Princeton University Press, Princeton, N.J.

    Google Scholar 

  2. Ehrenfeld, S and Littauer, S.B. (1964), Introduction to statistical Method, McGraw Hill, New York.

    Google Scholar 

  3. Gumbel, E.J. (1958), Statistics of extremes, Columbia University Press, New York.

    Google Scholar 

  4. Kimball, B.F. (1946), Sufficient statistical estimation functions for the parameters of the distribution of maximum values. Ann. Math. Statist., 17, pp. 299–309.

    Article  MathSciNet  MATH  Google Scholar 

  5. Mann, N.R. (1968), Point and Interval estimation procedures for the two parameter Weibull and extreme value distributions. Technometrics, 10, pp. 231–256.

    Article  MathSciNet  MATH  Google Scholar 

  6. Menon, M.V. (1963), Estimation of the shape and scale parameters of the Weibull distribution. Technometrics, 5, pp. 175–182.

    Article  MathSciNet  MATH  Google Scholar 

  7. Ramachandran, G. (1975), Extreme order statistics from exponential type distributions with applications to fire protection and insurance. Ph.D. thesis, University of London.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 1984 Springer Science+Business Media Dordrecht

About this chapter

Cite this chapter

Ramanchandran, G. (1984). Estimation of Parameters of Extreme Order Distributions of Exponential Type Parents. In: de Oliveira, J.T. (eds) Statistical Extremes and Applications. NATO ASI Series, vol 131. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-3069-3_44

Download citation

  • DOI: https://doi.org/10.1007/978-94-017-3069-3_44

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-90-481-8401-9

  • Online ISBN: 978-94-017-3069-3

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics