Estimating pareto quantiles using two order statistics |
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| Authors: | Umbach Dale Masoom Ali Mir Khatab M Hassanein |
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| Institution: | 1. Department of Mathematics , Ball State University;2. Department of Biometry , The University of Kansas Medical Center |
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| Abstract: | Asymptotically best linear unbiased estimators of the population quantiles for the location-scale Pareto distribution with fixed shape parameter are obtained using two suitably chosen order statistics. Formulae for the appropriate order statistics, coefficients, variances, and asymptotic relative efficiencies (relative to the usual non-parametric estimator for quantiles) are given |
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| Keywords: | Pareto quantiles ABLUE order statistics A R E |
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