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Restricted minimum volume confidence region for Pareto distribution

Regular Article
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Abstract

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.

Keywords

Critical value Double censoring Parameter Pivotal quantity Sufficient statistic 

Mathematics Subject Classification

62F25 

Notes

Acknowledgements

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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Copyright information

© Springer-Verlag GmbH Germany, part of Springer Nature 2018

Authors and Affiliations

  1. 1.School of Mathematics and StatisticsYunnan UniversityKunmingChina
  2. 2.School of Mathematics and StatisticsHainan Normal UniversityHaikouChina

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