Statistical Inference for the Parameter of Pareto Distribution Based on Progressively Type-I Interval Censored Sample

Statistical Inference for the Parameter of Pareto Distribution Based on Progressively Type-I Interval Censored Sample

Year:    2014

Author:    Zhiwen Zhao, Dehui Wang

Communications in Mathematical Research , Vol. 30 (2014), Iss. 4 : pp. 345–357

Abstract

In this paper, the estimation of parameters based on a progressively type-I interval censored sample from a Pareto distribution is studied. Different methods of estimation are discussed, which include mid-point approximation estimator, the maximum likelihood estimator and moment estimator. The estimation procedures are discussed in details and compared via Monte Carlo simulations in terms of their biases.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.13447/j.1674-5647.2014.04.08

Communications in Mathematical Research , Vol. 30 (2014), Iss. 4 : pp. 345–357

Published online:    2014-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    13

Keywords:    EM-algorithm maximum likelihood estimation method of moment Bayes estimation.

Author Details

Zhiwen Zhao

Dehui Wang