Inferences Based on Censored Sampling From the Weibull or Extreme-Value Distribution

A simple, unbiased estimator, based on a censored sample, is proposed for the scale parameter of the extreme-value distribution. The exact distribution of the estimator is determined for the cases in which only the first two or only the first three ordered observations are available. The asymptotic distribution is derived, and an approximate distribution for small sample size is also provided. Interval estimation for the scale parameter is developed and a conservative interval estimate for reliability is also obtained.