• DOI:10.1007/BF02613565
Corpus ID: 124007966

Estimation of the parameters of thePareto distribution

@article{Malik1970EstimationOT,
  title={Estimation of the parameters of thePareto distribution},
  author={H. J. Malik},
  journal={Metrika},
  year={1970},
  volume={15},
  pages={126-132}
}

H. J. Malik

Published 1970

Mathematics

Metrika

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SummaryIn this paper, sufficient statistics for the parameters a andv of thePareto distribution are obtained. Using sufficiency, it is shown that the statistic
$$Z = \mathop \sum \limits_{i = 1}^N \log \left( {{}^{Y_{i/} }Y_1 } \right)$$
is stochastically independent of the sufficient statisticY1. Using sufficiency and stochastic independence ofZ andY1, the exact distribution of the maximum likelihood estimator
$$\hat v$$
is derived.