Pre test estimate for the scale parameter of the Pareto distribution in double stage samples

Article type: Research Article

Authors: Sinha, Sanjeev Kumar^{; *} | Singh, Prabhakar | Singh, D.C.

Affiliations: Department of Statistics, Harishchandra P.G. College, Varanasi, India

Correspondence: [*] Corresponding author. E-mails: [email protected], [email protected]

Abstract: This paper proposes a pre test estimator for the scale parameter of Pareto distribution in double stage samples when shape parameter is known. It is assumed that initial estimate of the scale parameter in form of point guess value is available. The expression for mean square error of the estimator has been derived. Comparison of the proposed estimator with pooled maximum likelihood estimate has been made in terms of relative efficiency.

Keywords: Pareto distribution, pre-test estimator, mean square error, relative efficiency

DOI: 10.3233/MAS-2008-3309

Journal: Model Assisted Statistics and Applications, vol. 3, no. 3, pp. 249-258, 2008