Restricted minimum volume confidence region for Pareto distribution

Fen Jiang, Junmei Zhou and Jin Zhang ()
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Fen Jiang: Yunnan University
Junmei Zhou: Hainan Normal University
Jin Zhang: Yunnan University

Statistical Papers, 2020, vol. 61, issue 5, No 11, 2015-2029

Abstract: Abstract Under some restriction, we establish the minimum volume confidence region for parameters of Pareto distribution, which can be applied to complete samples and, as well as left, right or doubly censored samples. It is not only computationally convenient, but also almost as accurate as the best confidence region in the literature, the computation of which is difficult in the double or left censoring case.

Keywords: Critical value; Double censoring; Parameter; Pivotal quantity; Sufficient statistic; 62F25 (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s00362-018-1018-9

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