On robust estimation of the common scale parameter of several Pareto distributions

被引：8

作者：

Elfessi, A

Jin, C

机构：

[1] UNIV WISCONSIN, DEPT MATH, LA CROSSE, WI USA

[2] CENT CONNECTICUT STATE UNIV, DEPT MATH SCI, NEW BRITAIN, CT 06050 USA

来源：

STATISTICS & PROBABILITY LETTERS | 1996年 / 29卷 / 04期

关键词：

Pareto distribution; common scale parameter; convex loss function;

D O I：

10.1016/0167-7152(95)00190-5

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：

The problem of robust estimation of the common scale parameter of several Pareto distributions with unknown and possibly unequal shape parameters is considered. In this paper, a wide class of estimators dominating the maximum likelihood estimator (MLE) is derived under a class of convex loss functions. The problem discussed in this paper arises quite frequently in socio-economics, reliability, life testing, and survival analysis.

引用

页码：345 / 352

页数：8

共 9 条

[1]

Arnold B.C., 1983, Pareto Distributions

[2]

DEY D, 1992, CALCUTTA STAT ASS B, V42, P177

[3] SOME THEOREMS RELEVANT TO LIFE TESTING FROM AN EXPONENTIAL DISTRIBUTION [J].