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Estimation of the common scale parameter of two pareto distributions in censored samples

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  • Vijay K. Rohatgi
  • A. K. Md. Ehsanes Saleh

Abstract

The problem of estimation of the common scale parameter of two Pareto distributions with unknown and unequal shape parameters in censored samples is considered. The uniformly minimum variance unbiased estimator (UMVUE) is given along with the UMVUE of its variance.

Suggested Citation

  • Vijay K. Rohatgi & A. K. Md. Ehsanes Saleh, 1987. "Estimation of the common scale parameter of two pareto distributions in censored samples," Naval Research Logistics (NRL), John Wiley & Sons, vol. 34(2), pages 235-238, April.
  • Handle: RePEc:wly:navres:v:34:y:1987:i:2:p:235-238
    DOI: 10.1002/1520-6750(198704)34:23.0.CO;2-#
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    References listed on IDEAS

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    1. Wen‐Jau Chiou & Arthur Cohen, 1984. "Estimating the common location parameter of exponential distributions with censored samples," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 31(3), pages 475-482, 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.
    3. H. Malik, 1970. "Estimation of the parameters of the Pareto distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 15(1), pages 126-132, December.
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