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Best unbiased estimators for the parameters of a two-parameter Pareto distribution

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Summary

For a two-parameter Pareto distributionMalik [1970] has shown that the maximum likelihood estimators of the parameters are jointly sufficient. In this article the maximum likelihood estimators are shown to be jointly complete. Furthermore, unbiased estimators for the two parameters are obtained and are shown to be functions of the jointly complete sufficient statistics, thereby establishing them as the best unblased estimators of the two parameters.

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References

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Authors and Affiliations

  1. Department of Mathematical Sciences, University of North Carolina at Wilmington, 28403, Wilmington, NC, USA

    S. K. Saksena

  2. Department of Mathematics and Computer Science, University of Arkansas, 72204, Little Rock, AR, USA

    A. M. Johnson

Authors
  1. S. K. Saksena
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  2. A. M. Johnson
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Additional information

This research is a part of the first author's Ph.D. dissertation. The authors wish to thank Dr. Kenny S. Crump, for many helpful suggestions and a referee for improvements in the proofs.

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Saksena, S.K., Johnson, A.M. Best unbiased estimators for the parameters of a two-parameter Pareto distribution. Metrika 31, 77–83 (1984). https://doi.org/10.1007/BF01915186

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  • DOI: https://doi.org/10.1007/BF01915186

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