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In this paper, the pi-th quantiles of samples on parameter estimation were applied to geometric-Gumbel compound extreme-value distribution. The asymptotic normal estimation of distribution parameter and scale parameter was proposed by linear regression model, based on k pi-th quantiles of extreme-value distribution sim ple sample. The asymptotic confidence interval was given for extreme-value distribution. The n, the effect was evaluated by numerical simulation, the result was good.

Parameter Estimation for Geometric-Gumbel Compound Extreme-value Distribution based on the pi-th Quantiles of Samples