Title of article
Comparison of Estimation Methods for Frechet Distribution with Known Shape
Author/Authors
عباس، كامران نويسنده Department of Statistics, University of Azad Jammu and Kashmir, Muzaffarabad, Pakistan Abbas, Kamran , يين كاي، تانگ نويسنده School of Finance and Statistics, East China Normal University, Shanghai, China Yincai, Tang
Issue Information
روزنامه با شماره پیاپی 0 سال 2012
Pages
7
From page
58
To page
64
Abstract
This paper deals with the estimation of scale parameter for Frechet distribution with known shape. The Maximum likelihood estimation and Probability weighted moment estimation are discussed. Bayes estimator is obtained using Jeffreys’ prior under quadratic loss function, El-Sayyad’s loss function and linex loss function. Through extensive simulation study, we compared the performance of these estimators considering various sample size based on mean squared error (MSE).
Journal title
Caspian Journal of Applied Sciences Research
Serial Year
2012
Journal title
Caspian Journal of Applied Sciences Research
Record number
681458
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