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pareto2_estimate_mmse {agop}R Documentation

Parameter Estimation in the Pareto Type-II Distribution Family (MMSE)

Description

Finds the MMS estimator of the Pareto Type-II distribution parameters using the Bayesian method (and the R code) developed by Zhang and Stevens (2009).

Usage

pareto2_estimate_mmse(x)

Arguments

x

a non-negative numeric vector

Value

Returns a numeric vector with the following named components:

References

Zhang J., Stevens M.A., A New and Efficient Estimation Method for the Generalized Pareto Distribution, Technometrics 51(3), 2009, pp. 316-325.

See Also

Other Pareto2: dpareto2, ppareto2, qpareto2, rpareto2; pareto2_estimate_mle; pareto2_test_ad; pareto2_test_f


[Package agop version 0.2-0 Index]