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Avtomatika i Telemekhanika, 2021, Issue 8, Pages 85–107
DOI: https://doi.org/10.31857/S0005231021080043 (Mi at15603) 		 
This article is cited in 3 scientific papers (total in 3 papers)

Stochastic Systems

Estimating the parameters of a tapered Pareto distribution

M. Vaičiulisa, N. M. Markovichb

a Institute of Data Science and Digital Technologies, Vilnius University, Vilnius, 2600 Lithuania
b Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, 117997 Russia
Full-text PDF (820 kB) Citations (3)
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DOI: https://doi.org/10.31857/S0005231021080043
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.
Keywords: tapered Pareto distribution, parameter estimation, moment method estimates, maximum likelihood estimates, COVID-19 incidence.
Funding agency Grant number
Russian Foundation for Basic Research 19-01-00090
The research by the second author was partly supported by a grant from the Russian Foundation for Basic Research, project no. 19-01-00090.
Presented by the member of Editorial Board: A. I. Mikhal'skii

Received: 19.11.2020
Revised: 26.02.2021
Accepted: 16.03.2021
English version:
Automation and Remote Control, 2021, Volume 82, Issue 8, Pages 1358–1377
DOI: https://doi.org/10.1134/S000511792108004X
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. Vaičiulis, N. M. Markovich, “Estimating the parameters of a tapered Pareto distribution”, Avtomat. i Telemekh., 2021, no. 8, 85–107; Autom. Remote Control, 82:8 (2021), 1358–1377
Citation in format AMSBIB
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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