Abstract

The article deals with the problem of estimating the parameters of a tapered Pareto distribution. Using the moment method, we obtain new estimates depending on an additional parameter. We prove that the joint asymptotic distribution of these estimates is Gaussian. A procedure is proposed that permits one to choose the additional parameter in an optimal way. The new estimates are compared with the corresponding maximum likelihood estimates. By way of example, an application of the new estimates to the COVID-19 incidence data is given. A new algorithm for a random variable generator with a tapered Pareto distribution is proposed.

中文翻译：

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估计锥形帕累托分布的参数

摘要

本文涉及估计锥形帕累托分布的参数的问题。使用矩方法，我们根据附加参数获得新的估计值。我们证明这些估计的联合渐近分布是高斯分布的。提出了一种允许人们以最佳方式选择附加参数的程序。将新估计与相应的最大似然估计进行比较。例如，给出了对 COVID-19 发病率数据的新估计值的应用。提出了一种具有锥形帕累托分布的随机变量生成器的新算法。