Estimation of the Lorenz Curve of the Pareto Distribution

  • Kang, Suk-Bok (Department of Statistics and Institute of Natural Sciences, Yeungnam University) ;
  • Cho, Young-Suk (Department of Statistis Yeungnam University)
  • 발행 : 1999.04.01

초록

In this paper we propose the several estimators of the Lorenz curve in the Pareto distribution and obtain the bias and the mean squared error for each estimator. We compare the proposed estimators with the uniformly minimum variance unbiased estimator (UMVUE) and the maximum likelihood estimator (MLE) in terms of the mean squared error (MSE) through Monte Carlo methods and discuss the results.

키워드

참고문헌

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