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

SK Sinha, P Singh, DC Singh - Model Assisted Statistics and …, 2008 - content.iospress.com
SK Sinha, P Singh, DC Singh
Model Assisted Statistics and Applications, 2008content.iospress.com
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.
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.
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