Abstract:The general Pareto distribution (GPD) has been widely used a lot in the extreme value for example to model exceedance over a threshold. Feature of The GPD that when applied to real data sets depends substantially and clearly on the parameter estimation process. Mostly the estimation is preferred by maximum likelihood because have a consistent estimator with lowest bias and variance. The objective of the present study is to develop efficient estimation methods for the maximum likelihood estimator for the shape … Show more
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