Under some restriction, we establish the minimum volume confidence region for parameters of Pareto distribution, which can be applied to complete samples and, as well as left, right or doubly censored samples. It is not only computationally convenient, but also almost as accurate as the best confidence region in the literature, the computation of which is difficult in the double or left censoring case.
Critical value Double censoring Parameter Pivotal quantity Sufficient statistic
Mathematics Subject Classification
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This research is partially supported by the National Natural Science Foundation of China (NSFC, Grant No. 11561073). The author would like to thank Editors and anonymous referees for valuable comments, corrections and suggestions.
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