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An Analysis of Record Statistics based on an Exponentiated Gumbel Model
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 Title & Authors
An Analysis of Record Statistics based on an Exponentiated Gumbel Model
Kang, Suk Bok; Seo, Jung In; Kim, Yongku;
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 Abstract
This paper develops a maximum profile likelihood estimator of unknown parameters of the exponentiated Gumbel distribution based on upper record values. We propose an approximate maximum profile likelihood estimator for a scale parameter. In addition, we derive Bayes estimators of unknown parameters of the exponentiated Gumbel distribution using Lindley`s approximation under symmetric and asymmetric loss functions. We assess the validity of the proposed method by using real data and compare these estimators based on estimated risk through a Monte Carlo simulation.
 Keywords
Approximate maximum likelihood estimator;Bayesian estimation;exponentiated Gumbel distribution;record values;
 Language
English
 Cited by
1.
A three-parameter kappa distribution with hydrologic application: a generalized gumbel distribution, Stochastic Environmental Research and Risk Assessment, 2014, 28, 8, 2063  crossref(new windwow)
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