A note on weighted moments estimators of the parameters for three-parameter Pareto distribution with known shape parameter

被引：0

作者：

Wu, Jong-Wuu ^{[1
]}

Lee, Wen-Chuan ^{[2
]}

Pan, Hung-Yu ^{[1
]}

Luu, Chia-Tung ^{[1
]}

Chen, Sheau-Chiann ^{[3
]}

机构：

[1] Natl Chiayi Univ, Dept Appl Math, Chiayi 60004, Taiwan

[2] Chang Jung Christian Univ, Dept Int Business, Tainan 711, Taiwan

[3] Tamkang Univ, Dept Stat, Taipei, Taiwan

来源：

JOURNAL OF INTERDISCIPLINARY MATHEMATICS | 2008年 / 11卷 / 04期

关键词：

Type II multiply censored sample; Pareto distribution; weighted moments estimators; best linear unbiased estimators; mean squared error;

D O I：

10.1080/09720502.2008.10700579

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we propose the weighted moments estimators (WMEs) of the location and scale parameters of the Pareto distribution with known shape parameter based on the type II multiply censored sample. These proposed WMEs are compared to best linear unbiased estimator (BLUE) of the location and scale parameters on the basis of the exact mean squared error (MSE) for given sample sizes and different censoring schemes. Further, we also obtain the best estimator among the WMEs and BLUE.

引用

页码：525 / 541

页数：17

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