ESTIMATION OF RANK DISTRIBUTION PARAMETERS: PARETO DISTRIBUTION
V.Yu. Dubnitsky, A.I. Khodyrev
Annotations languages:
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:
Dubnitskii, V.Iu. and Khodyrev, A.I. (2010), “Otsenka parametrov rangovykh raspredelenii: raspredelenie Pareto”, Information Processing Systems, Vol. 2(83), pp. 225-228.
Dubnitskii, V.Iu. and Khodyrev, A.I. (2010), “Otsenka parametrov rangovykh raspredelenii: raspredelenie Pareto”, Information Processing Systems, Vol. 2(83), pp. 225-228.