Journal of the Korean Data and Information Science Society
- Volume 14 Issue 4
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- Pages.799-803
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- 2003
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- 1598-9402(pISSN)
On Estimation of Parameter of the Generalized Pareto Distribution
- Lee, In-Suk (Department of Statistics, Kuungpook National University) ;
- Kim, Sang-Moon (Department of Statistics, Kynugpook National University)
- Published : 2003.11.30
Abstract
We obtained the best linear unbiased estimator for the scale parameter of the generalized Pareto Distribution by the order statistics.