Article ID: | iaor19972609 |
Country: | Germany |
Volume: | 44 |
Issue: | 3 |
Start Page Number: | 191 |
End Page Number: | 197 |
Publication Date: | Nov 1996 |
Journal: | Metrika |
Authors: | Chen Z. |
The Pareto distribution is commonly used by economists as a model for the distribution of incomes. Separate confidence intervals or approximate confidence intervals for the parameters of Pareto distribution were discussed by some authors. This paper discusses exact joint confidence region for the parameters of Pareto distribution. The method can be used for both complete samples and type II censored samples.