Estimation of Parameters for Pareto Distribution

by Eldesoky E. Afify.

Abstract: In this paper, we use least squares, ridge regression and maximum product of spacing methods to estimate the parameters for Pareto distribution. Root mean square errors are used to compare between these methods in the presence of outliers. Numerical examples are worked out.

Key Words: Pareto distribution,least square method, ridge regression method, maximum product of spacing, root mean square errors

Author:
Eldesoky E.Afify, eldesoky@yahoo.com

Editor: Meintanis, Simos,G,Simosmei@upatras.gr

READING THE ARTICLE: You can read the article in portable document (.pdf) format (143398 bytes.)

NOTE: The content of this article is the intellectual property of the authors, who retains all rights to future publication.

This page has been accessed 3559 times since July 24, 2006.


Return to the InterStat Home Page.