BAYESIAN AND NON-BAYESIAN ESTIMATION FOR THE PARETO PARAMETERS USING QUASI-LIKELIHOOD FUNCTION

Authors
ASHOUR SK ABDELHAFEZ ME ABDELAZIZ S
Citation
Sk. Ashour et al., BAYESIAN AND NON-BAYESIAN ESTIMATION FOR THE PARETO PARAMETERS USING QUASI-LIKELIHOOD FUNCTION, Microelectronics and reliability, 34(7), 1994, pp. 1233-1237
Citations number
11
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
Microelectronics and reliability → ACNP
ISSN journal
00262714
Volume
34
Issue
7
Year of publication
1994
Pages
1233 - 1237
Database
ISI
SICI code
0026-2714(1994)34:7<1233:BANEFT>2.0.ZU;2-7
Abstract
The quasi-likelihood function is used to derive Bayesian and non-Bayes ian estimates for the unknown parameters of the Pareto distribution. I n the Bayesian technique the likelihood function is replaced with the quasi-likelihood function when the mean-variance relationship is defin ed. The efficiency of the quasi-likelihood estimation relative to the maximum likelihood is calculated. Numerical illustrations for the Baye sian and quasi-Bayesian procedures are given.