Bayesian Estimation for Pareto Populations Under Asymmetric Loss Functions | ||||
| The Egyptian Statistical Journal | ||||
| Article 2, Volume 48, Issue 2, December 2004, Page 114-129 PDF (9.99 MB) | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.2004.313768 | ||||
 View on SCiNiTO | ||||
| Author | ||||
| Zeinb H. Amin* | ||||
| Department Statistics, Faculty of Economics & Political Science, Cairo University | ||||
| Abstract | ||||
| The Bayesian estimators for the parameters of the Pareto distribution that are optimal relative to asymmetric loss functions are derived on the basis of a censored sample. The parameters of interest are the shape parameter or the famous index of equality, the scale parameter as well as the reliability function. The statistical performance of the LINEX and quadratic Bayes estimators of the shape parameter are compared via Monte Carlo simulation through their risk functions relative to both LINEX and quadratic loss functions. | ||||
| Keywords | ||||
| Pareto Distribution - Asymmetric Loss Functions; LINEX - Quadratic Loss Functions - Censored Sample | ||||
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