Unified Estimates for Parameter Changes in a Pareto Model with an Exponential Outlier

  • Ryu, Se-Gi (Gyeong-An Girl's Information High School) ;
  • Lee, Chang-Soo (Department of Mobile Engineering, Kyungwoon University) ;
  • Chang, Chu-Seock (Department of Mobile Engineering, Kyungwoon University)
  • Published : 2007.04.30

Abstract

We shall propose several estimators for the scale parameter in the Pareto distribution with an unidentified exponential outlier when the scale parameter is functions of a known exposure level, and obtain expectations and variances for their proposed estimators. And we shall compare numerically efficiencies for proposed estimators of the scale and shape parameters in the small sample sizes.