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A new Pareto-type distribution with applications...
Journal article

A new Pareto-type distribution with applications in reliability and income data

Abstract

A new Pareto-type distribution is introduced and studied. This new model is a generalization of the well-known Pareto distribution. We derive some of its probabilistic and inferential properties. We deduce the mathematical form of the Lorenz curve and the Gini index associated with the new model. The maximum likelihood estimators are derived and their performance are evaluated through a Monte Carlo simulation study. Finally, we illustrate the …

Authors

Bourguignon M; Saulo H; Fernandez RN

Journal

Physica A Statistical Mechanics and its Applications, Vol. 457, , pp. 166–175

Publisher

Elsevier

Publication Date

September 2016

DOI

10.1016/j.physa.2016.03.043

ISSN

0378-4371