Estimation for Functions of Two Parameters in the Pareto Distribution

파레토분포(分布)에서 두 모수(母數)의 함수(函數) 추정(推定)

  • Published : 1990.08.25

Abstract

For a two-parameter Pareto distribution, the uniformly minimum variance unbiased estimateors(UMVUE) for the function of the two parameters are expressed in terms of confluent hypergeometric function. The variance of the UMVUE is also expressed in terms of hypergeometric function of several variables. UMVUE's for the ${\gamma}th$ moment about zero and several useful parametric functions, and their variances are obtained as special cases. The estimators of Baxter(1980) and Saksena and Johnson(1984) are special cases of our estimator.

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