Title : ( Estimation of the Lomax distribution in the Presence of Outliers )
Authors: Mehdi Jabbari Nooghabi ,Access to full-text not allowed by authors
Abstract
In this paper, we find the moment, maximum likelihood, least squares and weighted least squares estimators of the parameters of Lomax distribution in the presence of outliers. Also, the mixture estimator of these four methods is derived. Further, we discuss about the efficiency of the estimators. Analysis of a simulated data set and an actual example from an insurance company has been presented for illustrative purposes.
Keywords
Lomax distribution · Moment estimator · Least squares · Weighted least squares · Maximum likelihood estimator · Outliers · Insurance@article{paperid:1061649,
author = {Jabbari Nooghabi, Mehdi},
title = {Estimation of the Lomax distribution in the Presence of Outliers},
journal = {Annals of Data Science},
year = {2016},
volume = {3},
number = {4},
month = {September},
issn = {2198-5804},
pages = {385--399},
numpages = {14},
keywords = {Lomax distribution · Moment estimator · Least squares ·
Weighted least squares · Maximum likelihood estimator · Outliers · Insurance},
}
%0 Journal Article
%T Estimation of the Lomax distribution in the Presence of Outliers
%A Jabbari Nooghabi, Mehdi
%J Annals of Data Science
%@ 2198-5804
%D 2016