Approximate studentization for Pareto distribution with application to censored data

Statistical Papers

Volumn 39, Issue 2, 1998, Pages 189-201

  Wong, A ^a  

^a YORK UNIVERSITY   (Canada)

Author keywords

Confidence distribution function; Predictive distribution; Strong Pareto law; Type II censoring

Indexed keywords

EID: 0542421622     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02925406     Document Type: Article

References (15)

1. Abramowitz, M. and Stegun, I. (1972). Handbook of Mathematical Functions. New York: Dover.
2. Arnold, B.C. and Press, S.J. (1983). Bayesian inference for Pareto populations. Journal of Econometrics 12, 287-306.
3. Cox, D.R. (1975). A note on partially Bayes inference and linear models. Biometrika 62, 651-654.
4. Dyer, D. (1981). Structural probability bounds for the strong Pareto law. Canadian Journal of Statistics 9, 71-77.
5. Fraser, D.A.S. and Wong, A. (1993). Approximate studentization with marginal and conditional inference. Canadian Journal of Statistics 21, 313-320.
6. Fraser, D.A.S. and Wong, A. (1996). On the accuracy of approximate studentization. Statistical Papers, to appear.
7. Geisser, S. (1984). Predicting Pareto and exponential observables. Canadian Journal of Statistics 12, 143-152.
8. Johnson, N.J. and Kotz, S. (1970). Distributions in Statistics: Continuous Univariate Distribution I. New York: Wiley.
9. Kalbfleisch, J.G. (1985). Probability and Statistical Inference, Volume 2. New York: Springer-Verlag.
10. Mahmoud, M. and Maswadah, M. (1992). Structural inference on the parameters of the Pareto distribution from complete and censored life test data. Statistical Papers 33, 57-68.
11. Mandelbrot, B. (1960). The Pareto-Levy law and the distribution of income. International Economic Review 1, 79-106.
12. Nigm, A.M. and Hamdy, H.I. (1987). Bayesian prediction bounds for the Pareto lifetime model. Communication in Statistics: Theory and Methods 16, 1761-1772.
13. Shuie, W.K. and Bain, L.J. (1983). A two-sample test of equal gamma distribution scale parameters with unknown common shape param-eter. Technometrics 25, 377-381.
14. Student (1908). On the probable error of the mean. Biometrika 6, 1-25.
15. Wong, A. (1995). On approximate inference for the two-parameter gamma model. Statistical Papers 36, 49-59.