Skip to content
Journal article

On estimation for the Pareto distribution

He H, Zhou N, Zhang R...(+3 more)

Statistical Methodology, vol. 21 (2014) pp. 49-58 Published by Elsevier

  • 3

    Readers

    Mendeley users who have this article in their library.
  • 1

    Citations

    Citations of this article.
  • 1.1k

    Views

    ScienceDirect users who have downloaded this article.
Sign in to save reference

Abstract

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. © 2014 Elsevier B.V.

Author-supplied keywords

  • MLE
  • Pareto distribution
  • Probability density function
  • Reliability function
  • UMVUE

Find this document

Get full text

Cite this document

Choose a citation style from the tabs below