Sufficient statistics for the Pareto distribution parameter

Sufficient statistics for the Pareto distribution parameter

The task of estimating the parameters of the Pareto distribution, first of all, of an indicator of this distribution for a given sample, is relevant. This article establishes that for this estimate, it is sufficient to know the product of the sample elements. It is proved that this product is a suff...

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Bibliographic Details
Main Authors: I. S. Pulkin, A. V. Tatarintsev
Format: Article
Language:Russian
Published: MIREA - Russian Technological University 2021-06-01
Series:Российский технологический журнал
Subjects:
pareto distribution
sufficient statistics
effective estimation
distribution function
moments
Online Access:https://www.rtj-mirea.ru/jour/article/view/331

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