Abstract
The unique minimum variance unbiased (UMVU) estimate of the probability distribution function of the Pareto distribution is derived. It is shown that the distribution function and ther th moment associated with the UMVU estimate are also UMVU estimators. The p.d.f. and its estimator are compared graphically. An estimate of the 100p th percentile is given. It is seen that a function of this estimator has a chi-square distribution.
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References
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Asrabadi, B.R. Estimation in the pareto distribution. Metrika 37, 199–205 (1990). https://doi.org/10.1007/BF02613522
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DOI: https://doi.org/10.1007/BF02613522