Comparisons of methods of estimation for a Pareto distribution of the first kind

作者: Anwar M. Hossain , William J. Zimmer

DOI: 10.1080/03610920008832520

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摘要: This paper compares methods of estimation for the parameters a Pareto distribution first kind to determine which method provides better estimates when observations are censored, The unweighted least squares (LS) and maximum likelihood (MLE) presented both censored uncensored data. MLE's obtained using two methods, In first, called ML method, it is shown that log-likelihood maximized scale parameter minimum sample value. second modified (MML) found by utilizing value shape in terms equation mean order statistic as function parameters. Since data often occur applications, we study types censoring their effects on estimation: Type II multiple random censoring. this consider different sizes several value...

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