Estimation of the Tail Probability of the Truncated Pareto Distribution

DOI10.1080/02522667.1981.10698701zbMath0463.62025OpenAlexW2073255322MaRDI QIDQ3914220

M. A. Beg

Publication date: 1981

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1981.10698701

zbMATH Keywords

maximum likelihood estimatescomplete sufficient statisticstruncated Pareto distributionminimum variance unbiased estimatesLehmann-Scheffe theoremsestimation of tail probabilityBlackwell- Rao

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05) Sufficient statistics and fields (62B05)

Related Items (3)

Using jackknife to correct bias of MLE for the truncated Pareto distribution ⋮ A cluster truncated Pareto distribution and its applications ⋮ A weighted estimation for risk model

Cites Work

• Estimation of the parameters of the Pareto distribution
• A Note on Truncation and Sufficient Statistics
• Sufficiency, Truncation and Selection

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