ON THE CONFIDENCE INTERVAL OF THE FRE'CHET DISTRIBUTION
by El desoky E. Afify.
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.
Fre'chet distribution, principal component regression, Least median of squares, final prediction errors, confidence intervals
Eldesoky E. Afify, email@example.com
READING THE ARTICLE: You can read the article in
portable document (.pdf) format (116360 bytes.)
NOTE: The content of this article is the intellectual property of the authors, who retains all rights to future publication.
This page has been accessed 2216 times since July 24, 2006.
Return to the Home Page.