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Journal of Information and Optimization Sciences Volume 16, 1995 - Issue 2
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Original Articles

Parametric Estimates in a Generalized Pareto Distribution

Jungsoo Woo Department of Statistics, Yeungnam University, Gyongsan, South Korea
&
M. Masoom Ali Department of Mathematical Sciences, Ball State University, Muncie, IN, 47306, U.S.A
Pages 301-306 | Received 01 Jun 1994, Published online: 18 Jun 2013
 
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Abstract

The biases and the mean square errors of the MLE, the alternative MLE, and the moment estimates for the scale and the shape parameters and the right-tail probability in a generalized Pareto distribution are numerically compared by Monte Carlo method.

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