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2003•Journal of the Korean Data and Information Science SocietyRequires access

On Estimation of Parameter of the Generalized Pareto Distribution

Insuk Lee, Sang-Moon Kim

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Abstract

We obtained the best linear unbiased estimator for the scale parameter of the generalized Pareto Distribution by the order statistics.

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What this paper is about

We obtained the best linear unbiased estimator for the scale parameter of the generalized Pareto Distribution by the order statistics.

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Method / approach

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Available abstract

We obtained the best linear unbiased estimator for the scale parameter of the generalized Pareto Distribution by the order statistics.

Key concepts: Pareto interpolation, Pareto distribution, Lomax distribution, Estimation theory, Pareto principle, Mathematics, Estimation, Distribution (mathematics)

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