Using simulation to estimate parameters and reliability function for extreme value distribution
DOI:
https://doi.org/10.33095/jeas.v16i59.1507Keywords:
extreme value distribution, Maximum Likelihood method (MLE), Probability Weighted Moments method (PWM), reliability function, means squared error.Abstract
This study includes Estimating scale parameter, location parameter and reliability function for Extreme Value (EXV) distribution by two methods, namely: -
- Maximum Likelihood Method (MLE).
- Probability Weighted Moments Method (PWM).
Used simulations to generate the required samples to estimate the parameters and reliability function of different sizes(n=10,25,50,100) , and give real values for the parameters are and , replicate the simulation experiments (RP=1000), and estimated the function reliability at two times (T=2,5), adopted mean square error for comparison between the results of estimators , and summarized all the results in tables especially prepared for this purpose, An analysis of the results in the tables it becomes that:-
Estimators of (MLE) better than estimators of (PWM) in most of the cases studied in this research.
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