Show simple item record

contributor authorU.J. Dixiten
contributor authorمهدی جباری نوقابیen
contributor authorMehdi Jabbari Nooghabifa
date accessioned2020-06-06T13:10:03Z
date available2020-06-06T13:10:03Z
date issued2011
identifier urihttp://libsearch.um.ac.ir:80/fum/handle/fum/3344283?show=full
description abstractThe maximum likelihood (ML) and uniformly minimum variance unbiased estimators (UMVUE) of the probability density function (pdf), cumulative distribution function (cdf) and rth moment are derived for the Paretodistribution in the presence of outliers. It has been shown that MLE of pdf and cdf are better than their UMVUEs. At the end, these methods are illustrated with the help of real data from an insurance company.en
languageEnglish
titleEfficient estimation in the Pareto distribution with the presence of outliersen
typeJournal Paper
contenttypeExternal Fulltext
subject keywordsParetodistributionen
subject keywordsMaximum likelihood estimatoren
subject keywordsUniformly minimum variance unbiased estimatoren
subject keywordsProbability density functionen
subject keywordsCumulative distribution functionen
subject keywordsrth momenten
subject keywordsOutliersen
subject keywordsInsuranceen
journal titleStatistical Methodologyfa
pages340-355
journal volume8
journal issue4
identifier linkhttps://profdoc.um.ac.ir/paper-abstract-1030789.html
identifier articleid1030789


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record