We propose novel estimators for the parameters of an exponential distribution and a normal distribution when the only known information is a sample of sample maxima; i.e., the known information consists of a sample of m values, each of which is the maximum of a sample of nindependent random variables drawn from the underlying exponential or normal distribution. We analyze the accuracy and precision of the estimators using extreme value theory, as well as through simulations of the sampling distributions. For the exponential distribution, the estimator of the mean is unbiased and its variance decreases as either m or n increases. Likewise, for the normal distribution, we show that the estimator of the mean has negligible bias and the estimat...
The block maxima method in extreme-value analysis proceeds by fitting an extreme-value distribution ...
AbstractIn general, estimators of the extreme value index of i.i.d. random variables crucially depen...
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Gener...
We propose novel estimators for the parameters of an exponential distribution and a normal distribut...
We propose novel estimators for the parameters of an exponential distribution and a normal distribut...
We examine the accuracy and precision of parameter estimates for both the normal and exponential dis...
The extreme interval values and statistics (expected value, median, mode, standard deviation, and co...
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Genera...
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Genera...
Maximum likelihood estimation of parameters is considered in the situation where a measurement x is ...
In this paper, we propose maximum likelihood estimators (mle’s) as well as linear unbiased estimator...
textabstractn certain cases the distribution of the normalized maximum of a sample can be better app...
The paper shows how to find the min and max extreme interval values for the exponential and triangul...
This article continues the works of references to improve and perfect the sampling theorem of expone...
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Genera...
The block maxima method in extreme-value analysis proceeds by fitting an extreme-value distribution ...
AbstractIn general, estimators of the extreme value index of i.i.d. random variables crucially depen...
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Gener...
We propose novel estimators for the parameters of an exponential distribution and a normal distribut...
We propose novel estimators for the parameters of an exponential distribution and a normal distribut...
We examine the accuracy and precision of parameter estimates for both the normal and exponential dis...
The extreme interval values and statistics (expected value, median, mode, standard deviation, and co...
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Genera...
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Genera...
Maximum likelihood estimation of parameters is considered in the situation where a measurement x is ...
In this paper, we propose maximum likelihood estimators (mle’s) as well as linear unbiased estimator...
textabstractn certain cases the distribution of the normalized maximum of a sample can be better app...
The paper shows how to find the min and max extreme interval values for the exponential and triangul...
This article continues the works of references to improve and perfect the sampling theorem of expone...
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Genera...
The block maxima method in extreme-value analysis proceeds by fitting an extreme-value distribution ...
AbstractIn general, estimators of the extreme value index of i.i.d. random variables crucially depen...
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Gener...