Research Note: E cient estimation of Pareto model using modi ed maximum likelihood estimators

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Haider Bhatti s.; HUSSAIN S.; AHMAD T.; Aftab m.; RAZA M.A.; TAHIR M.

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Paper Information

Journal: SCIENTIA IRANICA Year:2019 | Volume:26 | Issue:1 (Transactions E: Industrial Engineering) Page(s): 605-614

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Title

Research Note: E cient estimation of Pareto model using modi ed maximum likelihood estimators

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Keywords

Maximum likelihood estimation

Mean square error

Modi

ed estimators

Pareto distribution

Total relative deviation

Abstract

In this article, we propose some Modi; cations to the Maximum likelihood estimation for estimating the parameters of the Pareto distribution and evaluate the performance of these Modi; ed estimators in comparison with the existing maximum likelihood estimators. Total relative deviation (TRD), Total Mean square error (TMSE), and Stein Loss Function (SLF) were used as performance indicators of goodness of t analysis. The Modi; ed and traditional estimators were compared for di erent sample sizes and di erent parameter combinations using a Monte Carlo simulation in R-language. We concluded that the Modi; ed maximum likelihood estimator based on expectation of empirical Cumulative Distribution Function (CDF) of rst-order statistic performed much better than the traditional ML estimator and other Modi; ed estimators based on median and coe cient of variation. The superiority of the mentioned estimator was independent of sample size and choice of true parameter values. The simulation results were further corroborated by employing the proposed estimation strategies for two real-life datasets.

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APA: Copy

Haider Bhatti, s., HUSSAIN, S., AHMAD, T., Aftab, m., RAZA, M.A., & TAHIR, M.. (2019). Research Note: E cient estimation of Pareto model using modi ed maximum likelihood estimators. SCIENTIA IRANICA, 26(1 (Transactions E: Industrial Engineering)), 605-614. SID. https://sid.ir/paper/290667/en

Vancouver: Copy

Haider Bhatti s., HUSSAIN S., AHMAD T., Aftab m., RAZA M.A., TAHIR M.. Research Note: E cient estimation of Pareto model using modi ed maximum likelihood estimators. SCIENTIA IRANICA[Internet]. 2019;26(1 (Transactions E: Industrial Engineering)):605-614. Available from: https://sid.ir/paper/290667/en

IEEE: Copy

s. Haider Bhatti, S. HUSSAIN, T. AHMAD, m. Aftab, M.A. RAZA, and M. TAHIR, “Research Note: E cient estimation of Pareto model using modi ed maximum likelihood estimators,” SCIENTIA IRANICA, vol. 26, no. 1 (Transactions E: Industrial Engineering), pp. 605–614, 2019, [Online]. Available: https://sid.ir/paper/290667/en

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