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http://dx.doi.org/10.7465/jkdi.2012.23.6.1213

Moment of the ratio and approximate MLEs of parameters in a bivariate Pareto distribution  

Kim, Jungdae (Department of Computer Information, Andong Science College)
Publication Information
Journal of the Korean Data and Information Science Society / v.23, no.6, 2012 , pp. 1213-1222 More about this Journal
Abstract
We shall derive the moment of the ratio Y/(X + Y) and the reliability P(X < Y ), and then observe the skewness of the ratio in a bivariate Pareto density function of (X, Y). And we shall consider an approximate MLE of parameters in the bivariate Pareto density function.
Keywords
Approximate maximum likelihood estimation; bivariate Pareto distribution; generalized hypergeometric function; reliability; skewness;
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Times Cited By KSCI : 5  (Citation Analysis)
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