Estimation of tail parameters under type i censoring

This paper is a continuation of previous work concerning the estimation of tail-parameters under Type II censoring (Weissman 1978). The same estimation problem is considered here, this truip under Type I censoring. A sample of size n is censored below aE a given level x₀it is assumed that che underlying distriibution .function (df)belogs to the domain of attraction of a known extreme-value distribution and that K - K(x_o) , the number of observed values, remains finite as on - ∞ . We offer here estimators, which are asymptotically maximum likelihood estimators (MLE's), for quantiles associated with the tail of F such as location and scale parameters, quantiles and F(x) itself (for x in the tail). The results are applied to two illustrative examples.