Unified Estimates for Parameter Changes in an Exponential Model with a Pareto Outlier

• 발행기관: 한국자료분석학회
• 저자명: 류세기(Segi Ryu) 이창수(Changsoo Lee) 박양우(Yangwoo Park)
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.7 No.4, 1155~1162쪽, 전체 8쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2005.08.30

영문 초록

When the location parameter in the exponential distribution is functions of a known exposure level, we shall propose several estimators for the changing parameters in the exponential distribution with the presence of an unidentified Pareto outlier using known several estimators for location parameter. And we shall obtain exactly expectations and variances of proposed several estimators for the changing parameter using the property of the determinant and compare numerically mean squared errors for proposed estimators of the changing parameters in the exponential distribution with an unidentified Pareto outlier in the small sample sizes.

목차

1. Introduction

2. Estimations for Parameter Changes

3. Numerical Examples

References

키워드

Parameter Change Outlier Exponential Pareto Determinant