Estimation of the exponential Pareto II distribution parameters |
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| Authors: | Gholamhossein Yari Zahra Tondpour |
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| Institution: | School of Mathematics, Iran University of Science and Technology, Tehran, Iran |
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| Abstract: | In this article, we estimate the parameters of exponential Pareto II distribution by two new methods. The first one is based on the principle of maximum entropy (POME) and the second is by Kullback–Leibler divergence of survival function (KLS). Monte Carlo simulated data are used to evaluate these methods and compare them with the maximum likelihood method. Finally, we fit this distribution to a set of real data by estimation procedures. |
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| Keywords: | Entropy Exponential distribution Kullback–Leibler divergence Pareto distribution Simulation Survival function |
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