Abstract
The two-parameter of exponentiated Gumbel distribution is an important lifetime distribution in survival analysis. This paper investigates the estimation of the parameters of this distribution by using lower records values. The maximum likelihood estimator (MLE) procedure of the parameters is considered, and the Fisher information matrix of the unknown parameters is used to construct asymptotic confidence intervals. Bayes estimator of the parameters and the corresponding credible intervals are obtained by using the Gibbs sampling technique. Two real data set is provided to illustrate the proposed methods.
Keywords
Gumbel distribution
Mathematics
Statistics
Fisher information
Estimator
Confidence interval
Bayes' theorem
Inference
Bayes estimator
Applied mathematics
Estimation theory
Reliability (semiconductor)
Extreme value theory
Bayesian probability
Computer science
Artificial intelligence
Physics
Subject Areas
Statistical Distribution Estimation and Applications
·Statistics and Probability ·Physical Sciences
Hydrology and Drought Analysis
·Global and Planetary Change ·Physical Sciences
Statistical Methods and Bayesian Inference
·Statistics and Probability ·Physical Sciences
Citations by Year
2023: 1
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