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Estimation of the Lomax Distribution in the Presence of Outliers

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  • Mehdi Jabbari Nooghabi

    (Ferdowsi University of Mashhad)

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.

Suggested Citation

  • Mehdi Jabbari Nooghabi, 2016. "Estimation of the Lomax Distribution in the Presence of Outliers," Annals of Data Science, Springer, vol. 3(4), pages 385-399, December.
    • Handle: RePEc:spr:aodasc:v:3:y:2016:i:4:d:10.1007_s40745-016-0087-7
    DOI: 10.1007/s40745-016-0087-7
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    References listed on IDEAS

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    1. M. Jabbari Nooghabi & E. Khaleghpanah Nooghabi, 2016. "On entropy of a Pareto distribution in the presence of outliers," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(17), pages 5234-5250, September.
    2. S. Saksena & A. Johnson, 1984. "Best unbiased estimators for the parameters of a two-parameter Pareto distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 31(1), pages 77-83, December.
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    4. Douglas M. Hawkins, 1980. "Critical Values for Identifying Outliers," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(1), pages 95-96, March.
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    6. Cramer, Erhard & Schmiedt, Anja Bettina, 2011. "Progressively Type-II censored competing risks data from Lomax distributions," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1285-1303, March.
    7. Howlader, Hatem A. & Hossain, Anwar M., 2002. "Bayesian survival estimation of Pareto distribution of the second kind based on failure-censored data," Computational Statistics & Data Analysis, Elsevier, vol. 38(3), pages 301-314, January.
    8. M. Ahsanullah, 1991. "Record values of the Lomax distribution," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 45(1), pages 21-29, March.
    9. Aaron Childs & N. Balakrishnan & Mohamed Moshref, 2001. "Order statistics from non-identical right-truncated Lomax random variables with applications," Statistical Papers, Springer, vol. 42(2), pages 187-206, April.
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    Cited by:

    1. Amal S. Hassan & E. A. Elsherpieny & Rokaya E. Mohamed, 2023. "Classical and Bayesian Estimation of Entropy for Pareto Distribution in Presence of Outliers with Application," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 707-740, February.

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