The unique minimum variance unbiased (UMVU) estimate of the probability distribution function of the Pareto distribution is derived. It is shown that the distribution function and the rth moment associated with the UMVU estimate are also UMVU estimators. The p.d.f. and its estimator are compared graphically. An estimate of the 100 pth percentile is given. It is seen that a function of this estimator has a chi-square distribution. © 1990 Physica-Verlag Ges.m.b.H.
CITATION STYLE
Asrabadi, B. R. (1990). Estimation in the pareto distribution. Metrika, 37(1), 199–205. https://doi.org/10.1007/BF02613522
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