Öztürk A.2019-10-272019-10-2719870196-63240196-6324https://doi.org/10.1080/01966324.1987.10737210https://hdl.handle.net/11454/24426The method of weighted least squares is used to estimate the location and scale parameters of distribution functions of the form F{(x-µ)/?}. Explicit solutions are obtained for the parameter estimates and their variances. Applications are made to extreme value and normal distributions. A Monte Carlo study indicates the estimators are very good for means and good for variances. © 1987 by American Sciences Press, Inc.en10.1080/01966324.1987.10737210info:eu-repo/semantics/closedAccessExtreme value distributionLocation and scale parametersNormal distributionQuantile functionWeighted least squares estimationArticle701.Feb113129Q2