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The Estimation of the Shape Parameter of Pareto Distribution Using Ranked Set Sampling

Author: ShiLin
Tutor: XieMinYu
School: Central China Normal University
Course: Probability Theory and Mathematical Statistics
Keywords: Fisher information Maximum likelihood estimators (MLEs) Mean squareerror (MSE) Pareto distribution Ranked set sampling
CLC: O212.1
Type: Master's thesis
Year: 2014
Downloads: 1
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Abstract


In the current paper, the estimation of the shape parameter a,respectively, of the Pareto distribution will be considered in cases when c is known and when c is unknown. Since there are many people who had spent much time in case when c is known, and few people had paid attention to the case when c is unknown, we will put our point on the study of estimating a when c is unknown. But in this paper, some conclusions about a when c is known will be used, so we will also list the estimations which were given in the paper [1] to introduce our new estimation in this case. Simple random sampling (SRS) and ranked set sampling (RSS) will be used. These estimators will be compared in terms of their mean square errors. The numerical results show the estimators based on RSS can be real competitors against those based on SRS.

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CLC: > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Mathematical Statistics > General mathematical statistics
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