ON THE COMMON SCALE PARAMETER OF SEVERAL PARETO POPULATIONS IN CENSORED SAMPLES

The problem of estimation of an unknown common scale parameter of several Pareto distributions with unknown and possibly unequal shape parameters in censored samples is considered. A new class of estimators which includes both the maximum likelihood estimator (MLE) and the uniformly minimum variance unbiased estimator (UMVUE) is proposed and examined under a squared error loss.