Bayesian analysis for the two-parameter Pareto distribution based on record values and times
Publication:5300742
DOI10.1080/00949655.2010.486762zbMath1431.62089OpenAlexW1975490513MaRDI QIDQ5300742
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Publication date: 28 June 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2010.486762
record valuesPareto distributionadmissibilityhighest posterior densityrecord timescredible regionlinear-exponential loss functioninter-record timeslikelihood estimate
Applications of statistics to economics (62P20) Bayesian inference (62F15) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32) Admissibility in statistical decision theory (62C15)
Related Items (9)
Cites Work
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- A note on estimation based on record data
- Bayesian estimation based on trimmed samples from Pareto populations
- Optimal sample size for record data and associated cost analysis for exponential distribution
- Bayesian Estimation and Prediction for Pareto Data
- Statistical inference based on record data from Pareto model
- On estimating population characteristics from record-breaking observations. i. parametric results
- Structural probability bounds for the strong Pareto law
- Estimation and Prediction in a Two-Parameter Exponential Distribution Based on k-Record Values under LINEX Loss Function
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