Mathematics and Computer Applications - Sciene

A Study of Efficient Estimation Methods for thparameters of Extreme Value Distribution by Utilizing Monte Carlo Sampling

        In this thesis, we consider the extreme value distn. of two parameters for the reason of its appearance in many statistical fields of applications. Mathematical and statistical properties of the distn. such as moments and higher moments are collected and unified and the properties of reliability and hazard functions of the distn.are illustrated.The chi-square goodness - of - fit is used to test whether the generated samples from the standardized extreme value distn. by Monte Carlo simulation are acceptable for use.These samples are used to estimate the distn.

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