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Communications in Statistics - Simulation and Computation Volume 41, 2012 - Issue 10
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Original Articles

Resampling Ratios of Order Statistics (RROS)

André Adler Department of Applied Mathematics, Illinois Institute of Technology, Chicago, Illinois, USACorrespondence[email protected]
&
George Skountrianos Department of Statistics, University of Chicago, Chicago, Illinois, USA
Pages 1891-1894 | Received 01 Aug 2009, Accepted 14 Sep 2011, Published online: 13 Jun 2012
 
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Abstract

By using ratios of adjacent order statistics from a fixed small sample we are able to obtain a way to estimate the parameter from a Pareto distribution. The idea is to generate many resamples from our original data. Taking an array of n by m we can obtain resamples, where N = n × m.

2000 Mathematics Subject Classification:

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