Estimation of Pareto Survival Function in the Presence of Outlying Observations

Jeevanand E. S. and Abdul-Sathar E. I.
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Jeevanand E. S.: Department of Mathematics and Statistics, Union Christian College, Aluva 683 102, India
Abdul-Sathar E. I.: Department of Statistics, M.E.S College Marampally, Aluva 683 107, India

Stochastics and Quality Control, 2006, vol. 21, issue 2, 199-208

Abstract: In the present paper we discuss the problem of estimating the survival function R(x) = P(X > x) of the Pareto distribution, when the sample contains discordant observations. Bayes point estimates and credible intervals are obtained by assuming exchangeable and identifiable models and by discarding the outlying observations under a class of loss functions. We illustrate the estimators with a real data-set and then compare the three estimators using a simulation study.

Keywords: Bayes estimator; Pareto distribution; survival function; symmetric loss function (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1515/EQC.2006.199

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