On estimation for the Pareto distribution

被引：5
|
作者：
He, Hui [1 ]
Zhou, Na [1 ]
Zhang, Ruiming [1 ]
机构：
[1] Northwest A&F Univ, Coll Sci, Yangling 712100, Shaanxi, Peoples R China
来源：
STATISTICAL METHODOLOGY | 2014年 / 21卷
关键词：
Pareto distribution; MLE; UMVUE; Probability density function; Reliability function;
D O I：
10.1016/j.stamet.2014.03.002
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this work, we obtain the r-th raw moments of the probability density function (PDF) and reliability function (RF) for the Pareto distribution under the maximum likelihood estimation (MLE) and uniform minimum variance unbiased estimation (UMVUE). We derive some large sample properties of the estimators, the MLE and UMVUE of the PDF as well as RF. Two examples are provided to compute the efficient estimations of PDF and RF numerically. Our results indicate that there are no absolute superiorities of MLEs over the UMVUEs of PDF and RF and vice versa. (C) 2014 Elsevier B.V. All rights reserved.
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页码：49 / 58
页数：10
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