Compare some estimation methods for parameters of extreme value distribution by simulation | ||
Al Kut Journal of Economics Administrative Sciences | ||
Article 1, Volume 0, Issue 0, January 2018, Pages 287-302 | ||
Abstract | ||
Abstract Research has included study of extreme value distribution properties with most important functions which it is used in some estimation methods for the parameters distribution also research include simulation experiments with various sample sizes and parameters values using mean square error to determined the best estimation method | ||
Keywords | ||
Probability Density Function; cumulative distribution function; extreme value distribution; maximum likelihood estimation method; moment method; jackknife method; shrinkage method; Mean square error; simulation experiment | ||
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