International Scholarly Research Notices

Research Article

Interval Estimation for Extreme Value Parameter with Censored Data

Table 1

Simulation results, empirical coverage probability (ECP) and empirical mean length (EML) of 95% confidence intervals of 𝑢 and 𝑏 .
ECPEML
Censoring 𝑛 Method 𝑢 𝑏 𝑢 𝑏
20%20 1 (2) 94.0 87.8 (91.2) 0.9508 0.7566 (0.7770)
LR94.493.41.02170.8167
50 1 (2) 94.0 93.8 (94.2) 0.6233 0.4948 (0.5000)
LR93.494.40.63350.5100
100 1 (2) 94.6 92.6 (93.0) 0.4379 0.3458 (0.3476)
LR93.892.60.43480.3510
30%20 1 (2) 95.6 89.4 (92.6) 1.0412 0.8303 (0.8564)
LR95.294.21.13970.9081
50 1 (2) 95.4 93.4 (94.4) 0.6604 0.5245 (0.5308)
LR95.294.60.67640.5431
100 1 (2) 94.8 92.8 (94.4) 0.4657 0.3696 (0.3718)
LR93.494.20.46470.3760
40%20 1 (2) 93.4 88.4 (91.0) 1.1755 0.9163 (0.9520)
LR93.693.01.29441.0241
50 1 (2) 93.4 93.2 (95.0) 0.7226 0.5659 (0.5738)
LR93.095.00.74690.5898
100 1 (2) 94.6 92.6 (94.0) 0.5101 0.3999 (0.4026)
LR93.894.20.51180.4081
50%20 1 (2) 91.6 88.4 (92.8) 1.3248 0.9886 (1.0345)
LR94.293.41.46201.1317
50 1 (2) 94.2 90.0 (92.0) 0.8143 0.6132 (0.6236)
LR94.893.80.85240.6451
100 1 (2) 94.8 95.0 (95.4) 0.5909 0.4471 (0.4508)
LR94.095.20.59830.4584
60%20 1 (2) 92.8 87.8 (93.0) 1.6431 1.1305 (1.2012)
LR94.694.01.74391.3587
50 1 (2) 94.8 93.8 (94.4) 1.0082 0.7065 (0.7219)
LR94.895.01.07330.7500
100 1 (2) 95.0 94.0 (94.8) 0.6803 0.4822 (0.4871)
LR93.495.40.69540.4975
70%20 1 (2) 89.8 87.2 (91.4) 2.2459 1.3388 (1.4785)
LR94.093.62.02911.8666
50 1 (2) 94.4 92.0 (92.6) 1.2435 0.7913 (0.8140)
LR93.693.21.32560.8641
100 1 (2) 92.8 91.0 (93.2) 0.8572 0.5503 (0.5576)
LR93.694.20.88940.5739