On Some Estimation Methods for the Inverse Pareto Distribution

2021 ◽  
Author(s):  
Indrajeet Kumar ◽  
Shishir Kumar Jha ◽  
Kapil Kumar
Keyword(s):  
Pareto Distribution ◽  
Estimation Methods

On a Multivariate Pareto Distribution: Estimation Methods

2012 ◽  
Author(s):  
Vali Alexandru Asimit ◽  
Edward Furman ◽  
Raluca Vernic
Keyword(s):  
Pareto Distribution ◽  
Estimation Methods ◽  
Distribution Estimation

scholarly journals Marshall-Olkin Generalized Pareto Distribution: Bayesian and Non Bayesian Estimation

2020 ◽  
pp. 21-33 ◽  
Author(s):  
Hanan Haj AHmad ◽  
Ehab Almetwally
Keyword(s):  
Loss Function ◽  
Bayesian Method ◽  
Pareto Distribution ◽  
Generalized Pareto Distribution ◽  
Least Square Method ◽  
Least Square ◽  
Estimation Methods ◽  
Model Parameters ◽  
Type I ◽  
Generalized Pareto

A new generalization of generalized Pareto Distribution is obtained using the generator Marshall-Olkin distribution (1997). The new distribution MOGP is more flexible and can be used to model non-monotonic failure rate functions. MOGP includes six different sub models: Generalized Pareto, Exponential, Uniform, Pareto type I, Marshall-Olkin Pareto and Marshall-Olkin exponential distribution. We consider different estimation procedures for estimating the model parameters, namely: Maximum likelihood estimator, Maximum product spacing, Least square method, weighted least square method and Bayesian Method. The Bayesian Method is considered under quadratic loss function and Linex loss function. Simulation analysis using MCMC technique is performed to compare between the proposed point estimation methods. The usefulness of MOGP is illustrated by means of real data set, which shows that this generalization is better fit than Pareto, GP and MOP distributions.

scholarly journals Inference Based on Type-II Hybrid Censored Data from a Pareto Distribution

2020 ◽  
Author(s):  
Çağatay Çetinkaya
Keyword(s):  
Censored Data ◽  
Pareto Distribution ◽  
Bayes Estimation ◽  
Estimation Methods ◽  
Type Ii ◽  
Simulation Studies ◽  
Shape Parameters ◽  
Hybrid Censoring ◽  
Approximate Confidence Intervals ◽  
Censoring Scheme

The Pareto distribution takes part in life-testing experiments as a finite range distribution. In this study, inference studies for the scale and shape parameters of the Pareto distribution under type-II hybrid censoring scheme are considered. The main reason for choosing this censoring scheme is its advantage of guaranteeing at least particular failures to be observed by the end of the experiment. Maximum likelihood and Bayes estimation methods are used with their approximate confidence intervals. Proposed estimation methods are compared numerically based on simulation studies. A numerical example is also used to illustrate the theoretical outcomes.

scholarly journals A Cluster Truncated Pareto Distribution and Its Applications

2013 ◽  
Vol 2013 ◽  
pp. 1-10 ◽  
Author(s):  
Mei Ling Huang ◽  
Vincenzo Coia ◽  
Percy Brill
Keyword(s):  
Real World ◽  
Goodness Of Fit ◽  
Pareto Distribution ◽  
Estimation Method ◽  
Estimation Methods ◽  
Real World Data ◽  
Goodness Of Fit Tests ◽  
Heavy Tailed Distribution ◽  
Heavy Tailed ◽  
Truncated Pareto

The Pareto distribution is a heavy-tailed distribution with many applications in the real world. The tail of the distribution is important, but the threshold of the distribution is difficult to determine in some situations. In this paper we consider two real-world examples with heavy-tailed observations, which leads us to propose a mixture truncated Pareto distribution (MTPD) and study its properties. We construct a cluster truncated Pareto distribution (CTPD) by using a two-point slope technique to estimate the MTPD from a random sample. We apply the MTPD and CTPD to the two examples and compare the proposed method with existing estimation methods. The results of log-log plots and goodness-of-fit tests show that the MTPD and the cluster estimation method produce very good fitting distributions with real-world data.

scholarly journals On Estimating Reliability of a Stress – Strength Model in Case of Rayleigh Pareto Distribution

2021 ◽  
pp. 4847-4858
Author(s):  
Emad Sh. M. Haddad ◽  
Feras Sh. M. Batah
Keyword(s):  
Maximum Likelihood ◽  
Pareto Distribution ◽  
Estimation Method ◽  
Reliability Function ◽  
Ordinary Least Squares ◽  
Estimation Methods ◽  
Shrinkage Estimation ◽  
Strength Model ◽  
Shrinkage Methods ◽  
Mathematical Formulas

The stress – strength model is one of the models that are used to compute reliability. In this paper, we derived mathematical formulas for the reliability of the stress – strength model that follows Rayleigh Pareto (Rayl. – Par) distribution. Here, the model has a single component, where strength Y is subjected to a stress X, represented by moment, reliability function, restricted behavior, and ordering statistics. Some estimation methods were used, which are the maximum likelihood, ordinary least squares, and two shrinkage methods, in addition to a newly suggested method for weighting the contraction. The performance of these estimates was studied empirically by using simulation experimentation that could give more varieties for different-sized samples for stress and strength. The most interesting finding indicates the superiority of the proposed shrinkage estimation method.

Analysis of power law assumptions for short-period comets and Kuiper bodies

1999 ◽  
Vol 173 ◽  
pp. 289-293 ◽  
Author(s):  
J.R. Donnison ◽  
L.I. Pettit
Keyword(s):  
Power Law ◽  
Pareto Distribution ◽  
Limited Data ◽  
Short Period ◽  
Probability Plots ◽  
Exponential Probability

AbstractA Pareto distribution was used to model the magnitude data for short-period comets up to 1988. It was found using exponential probability plots that the brightness did not vary with period and that the cut-off point previously adopted can be supported statistically. Examination of the diameters of Trans-Neptunian bodies showed that a power law does not adequately fit the limited data available.

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