Some Complete and Censored Sampling Results for the Weibull or Extreme-Value Distribution

A simple, unbiased estimator, based on a censored sample, has been proposed by Rain [1] for the scale parameter of the Extreme-value distribution. This estimator was shown to have high efficiency and to be approximately distributed as a chi-square variable if substantial censoring occurs. Further small sample and asymptotic properties of this estimator are considered in this paper. The estimator is modified so that it is more applicable to the complete sample case and a close chi-square approximation is established for all cases. The estimator is also shown to be related to the maximum likelihood estimator.