Comparison of Linear Regression and Maximum Likelihood Methods to Estimate a New Pareto-type Distribution

Publish Year: 1398
نوع سند: مقاله کنفرانسی
زبان: English
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شناسه ملی سند علمی:

CSCG03_157

تاریخ نمایه سازی: 14 فروردین 1399

Abstract:

This paper compares methods of estimation for the parameters of a New Pareto-type distribution. Least-squares (LS) regression and maximum likelihood estimates (MLE) are presented. For the LS regression method, LS Y on X and LS X on Y are used for estimating the two parameters for the new Pareto-type distribution. The properties of LS regression and maximum likelihood estimators are compared via Monte Carlo simulations. We also compare the two LS regression methods LS Y on X and LS X on Y in terms of model statistics.

Authors

Ali Saadati Nik

Maters Student, University of Mazandaran;

Akbar Asgharzadeh

Faculty Member, University of Mazandaran;