Estimates of the parameters of type-II extreme value distribution from censored samples

Maximum likelihood estimators of a Type-II extreme value distribution are derived from doubly censored samples. The asymptotic variances and covariances of the maximum likelihood estimators are discussed and these are numerically evaluated for different censoring proportions q₁ = 0.0(0. l) (0.9) from below and q₂ = 0.0 (0. l) (0.9- q₁) from above. The asymptotic relative efficiencies of the parameter estimates revealed that lower order statistics are more important for estimating the parameters of Type-II extreme value distribution as compared to higher order statistics.