|
|
 |
| |
|
|
|
Estimation and Prediction for a Fre ́chet Distribution under Type-II Censoring |
|
|
|
PP: 223-231 |
|
|
|
doi:10.18576/amis/180202
|
|
|
|
Author(s) |
|
|
|
Mohammad A. Amleh,
Rania Saadeh,
|
|
|
|
Abstract |
|
|
| In this article, we investigate the problem of parameter estimation for the Fre ́chet distribution and the prediction of new order statistics within the context of Type-II censoring. The Fre ́chet distribution, widely employed for modeling extreme values in various areas, presents unique complexities when observations are censored. Our main focus is on devising estimators for the scale and shape parameters of the Fre ́chet distribution by adapting the percentile method for censored samples. Regarding prediction, we generate formulas for predicting future order statistics based on the censored sample and outline the associated calculation procedures. To evaluate the performance of our proposed estimators and predictors in finite samples, we conduct a deep simulation study. Through the application of the proposed methods to a real-world extreme value dataset, we illustrate their practical effectiveness. The results confirm the reliability and accuracy of the developed techniques for parameter estimation and prediction of the Fre ́chet distribution under Type-II censoring.
|
|
|
|
|
|
|
|
