Some Estimation Methods for Right Censored Data of Type II Related to Gumbel Distribution

  • Fadi A Shaayo Department of Mathematics and Computer Applications, College of Sciences, Al-Nahrain University, Baghdad-Iraq.
  • Akram M Al-Abood Department of Mathematics and Computer Applications, College of Sciences, Al-Nahrain University, Baghdad-Iraq.
Keywords: Gumbel Distribution, Censored Data, Maximum Likelihood Method, Modified Moment Method, Monte Carlo Simulation

Abstract

In this paper, right censored data of type II related to the Gumbel distribution (maximum extreme value distribution) of two parameters is considered. Estimation of the distribution parameters are presented by two methods: maximum likelihood method and modified moment method. Moments properties of the estimators such as bias, variance, skewness and kurtosis are compared between two methods. We show that the estimators are unbiased, and its variances converge to zero, which the estimators are consistent in modified moment method. Consistency of the maximum likelihood and modified moment estimators are tabulated by using mean square error. Confidence interval estimation for the distribution parameters based on the maximum likelihood method and modified moment method are given by Monte Carlo simulation.

Author Biography

Akram M Al-Abood, Department of Mathematics and Computer Applications, College of Sciences, Al-Nahrain University, Baghdad-Iraq.




Published
2018-06-26
How to Cite
Shaayo, F. A., & Al-Abood, A. M. (2018). Some Estimation Methods for Right Censored Data of Type II Related to Gumbel Distribution. Al-Nahrain Journal of Science, 17(4), 186-194. Retrieved from https://anjs.edu.iq/index.php/anjs/article/view/395
Issue
Vol 17 No 4 (2014): December
Section
Articles
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