ON THE CONFIDENCE INTERVAL OF THE FRE'CHET DISTRIBUTION

by El desoky E. Afify.

Abstract: Hooda et al (1990) derived the maximum likelihood estimates of the parameters for the Fre'chet distribution with censored samples of the largest order statistics. In the present study the parameters of the Fre'chet distribution were estimated by principal components and least median of squares, as a robust estimation method. We use the final prediction errors to compare between these estimators. We use the correlation coefficient, standard errors of estimates and confidence intervals were obtained to examine the reliability of the parameter estimates of the Fre'chet distribution. Numerical example is worked out.

Key Words: Fre'chet distribution, principal component regression, Least median of squares, final prediction errors, confidence intervals

Author:
Eldesoky E. Afify, eldesoky@yahoo.com

Editor: Debasis Kundu,Kundu@iitk.ac.in

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