Preliminary Test Estimation in the Pareto Distribution Using Minimax Regret Significance Levels
نویسنده
چکیده
We consider preliminary test estimator based on the maximum likelihood estimator of the parameter of the pareto distribution. The optimal significance levels for the preliminary test are obtained using the minimax regret criterion. The corresponding critical values of the preliminary test are calculated. Mathematics Subject Classification: 62F10
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تاریخ انتشار 2008