Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Estimation for the extreme value distribution under progressive Type-I interval censoring

  • Nam, Sol-Ji (Department of Statistics, Yeungnam University) ;
  • Kang, Suk-Bok (Department of Statistics, Yeungnam University)
  • Received : 2014.03.08
  • Accepted : 2014.04.14
  • Published : 2014.05.31
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Abstract

In this paper, we propose some estimators for the extreme value distribution based on the interval method and mid-point approximation method from the progressive Type-I interval censored sample. Because log-likelihood function is a non-linear function, we use a Taylor series expansion to derive approximate likelihood equations. We compare the proposed estimators in terms of the mean squared error by using the Monte Carlo simulation.

Keywords

References

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