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  5. ESTIMATION OF RANK DISTRIBUTION PARAMETERS: PARETO DISTRIBUTION

ESTIMATION OF RANK DISTRIBUTION PARAMETERS: PARETO DISTRIBUTION

V.Yu. Dubnitsky, A.I. Khodyrev
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By soundness maximum method estimations were obtained for Pareto distribution and generalized Pareto distribution. Examples cited of application of those distributions for solution of actuarial mathematics problems.
Keywords: rank distributions, Pareto distribution, generalized Pareto distribution, soundness maximum method, distribution parameters estimation
Reference:
Dubnytskyi, V.Yu. and Khodыrev, A.Y. (2010), "Otsenka parametrov ranhovыkh raspredelenyi: raspredelenye Pareto" , Information Processing Systems, Vol. 2(83), pp. 225-228.