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
