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Estimation of the Lomax Distribution in the Presence of Outliers

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Abstract

In this paper, we find the moment, maximum likelihood, least squares and weighted least squares estimators of the parameters of Lomax distribution in the presence of outliers. Also, the mixture estimator of these four methods is derived. Further, we discuss about the efficiency of the estimators. Analysis of a simulated data set and an actual example from an insurance company has been presented for illustrative purposes.

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Acknowledgments

The author is thankful to the editors and the referees for their valuable comments

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Authors and Affiliations

  1. Department of Statistics, Ferdowsi University of Mashhad, Mashhad, Iran

    Mehdi Jabbari Nooghabi

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  1. Mehdi Jabbari Nooghabi
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Correspondence to Mehdi Jabbari Nooghabi.

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Jabbari Nooghabi, M. Estimation of the Lomax Distribution in the Presence of Outliers. Ann. Data. Sci. 3, 385–399 (2016). https://doi.org/10.1007/s40745-016-0087-7

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  • DOI: https://doi.org/10.1007/s40745-016-0087-7

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