Explicit Expressions for the Bias and Variance of the ML Estimated Gumbel Distribution Parameters

Abstract

Explicit expressions are derived for the bias and the variance of the maximum likelihood (ML) estimator of the Gumbel distribution.

Sinha A; Kirubarajan T; Bar-Shalom Y

IEEE Transactions on Aerospace and Electronic Systems, Vol. 43, No. 3, pp. 1107–1108

Institute of Electrical and Electronics Engineers (IEEE)

July 1, 2007

10.1109/taes.2007.4383598

0018-9251

Thia Kirubarajan