Computational comparison for weighted moments estimators and BLUE of the scale parameter of a Pareto distribution with known shape parameter under type II multiply censored sample

摘要

In this paper, we propose the weighted moments estimators (WMEs) of the scale parameter of a Pareto distribution with known shape parameter under the type II multiply censored sample. Moreover, we give a computational comparison for these proposed WMEs and best linear unbiased estimator (BLUE) of the scale parameter on the basis of the exact mean squared error (MSE) for given sample sizes and different censoring schemes. Further, we also obtain the best estimator among the WMEs and BLUE. (c) 2006 Elsevier Inc. All rights reserved.