AVALIAÇÃO DO DESEMPENHO DE ESTIMADORES DOS PARÂMETROS DA DISTRIBUIÇÃO PARETO CORRIGIDOS POR BOOTSTRAP
DOI:
https://doi.org/10.5902/2179460X9351Abstract
This paper evaluates empirically the performance of parameters estimatorsrelated to the Pareto distribution. From samples generated by this distribution,we calculated punctual perform estimations of the parameters usingthe maximum likelihood method, method of moments and their respectiveversions corrected by bootstrap. Many different scenarios were considered,specially the sample size used. We can add that the estimators were evaluatedconsidering their variances, mean squared errors and bias. In general,the estimators corrected by bootstrap showed better results compared tothe uncorrected estimators, i. e., when the estimator is biased.Downloads
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