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Makki Akram Mohammed Saleh
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PROPOSED METHOD FOR ESTIMATING THE SCALE AND LOCATION PARAMETERS FOR GUMBEL DISTRIBUTION Saleh, Makki Akram Mohammed
MAGISTRA Vol 23, No 78 (2011): Magistra Edisi Desember
Publisher : MAGISTRA

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Abstract

In this study, we proposed method to estimate two parameters of the Gumbel distribution (scale and location), which developed method of the White method to estimate the distribution parameters, the Proposed method based on distribution fucction to estimate the parameters. Simulation to generate the required samples and different sample sizes (n= 10, 50, 100) and each volume has been generated replicate size (N=1000) for each values of the scale parameter ( o = 1, 2.5, 4) and the location parameter ( u = 1, 2, 5) a comparison was made between the result obtained from white and proposed white method (modified white method) by using Mean Square Error (MSE) and Mean Absolute Percentage error ( MAPE), the result indicate that : Estimator of proposed method is better than White method (W). Keyword : Gumbel distribution, Mean Square Error, Mean Absolute Percentage Error, reliability fuction, white method, and proposed method (modified white)
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