Bayesian Estimation of the Parameters of the Extreme Value Distributon

Document Type : Original Article

Authors

Institute of Statistical Studies & Research, Cairo University, Egypt

Abstract

This paper presents a Bayesian analysis of the soale and location parameters of the Extreme value distribution in the case of censored type I samples above. By assuming dependent and independent priors for the scale and location,parameters, Bayes' estimates and their Baves'risks will be discussed. Using an iterative procedure and numerical integration, nume-rical comparisons between Bayesian and maximum likelihood estimates will be investigated. As we expect BaNesPresults are more efficient than maximum likelihood.