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Inference for the extreme value distributions using bootstrap and censored samples / Mohamed Samy Mohamed Mohamed Elmoslemany ; Supervised Samir Kamel Ashour , Sayed Mesheal Elsayed , Abdallah M. Abdelfattah

By: Contributor(s): Material type: TextTextLanguage: English Publication details: Cairo : Mohamed Samy Mohamed Mohamed Elmoslemany , 2010Description: 121 Leaves ; 30cmOther title:
  • الاستدلال لتوزيعات القيم المتطرفة بإستخدام البوتوستراب و العينات المراقبة [Added title page title]
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Dissertation note: Thesis (Ph.D.) - Cairo University - Institute of Statistical Studies and Research - Department of Mathematical Statistics Summary: In this thesis, the maximum likelihood and the asymptotic variances for the unknown parameters of the new extreme value distribution are derived and discussed their properties. We seek to evaluate the accuracy of approximate confidence intervals for the two- parameter new extreme value distribtion. Wald confidence intervals of the parameters of the new model based on asymptotic and bootstrap variance are evaluated and compared numerically
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Thesis Thesis قاعة الرسائل الجامعية - الدور الاول المكتبة المركزبة الجديدة - جامعة القاهرة Cai01.18.03.Ph.D.2010.Mo.I (Browse shelf(Opens below)) Not for loan 01010110053762000
CD - Rom CD - Rom مخـــزن الرســائل الجـــامعية - البدروم المكتبة المركزبة الجديدة - جامعة القاهرة Cai01.18.03.Ph.D.2010.Mo.I (Browse shelf(Opens below)) 53762.CD Not for loan 01020110053762000

Thesis (Ph.D.) - Cairo University - Institute of Statistical Studies and Research - Department of Mathematical Statistics

In this thesis, the maximum likelihood and the asymptotic variances for the unknown parameters of the new extreme value distribution are derived and discussed their properties. We seek to evaluate the accuracy of approximate confidence intervals for the two- parameter new extreme value distribtion. Wald confidence intervals of the parameters of the new model based on asymptotic and bootstrap variance are evaluated and compared numerically

Issued also as CD

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