ESTIMATION PARAMETER FOR PARETO DISTRIBUTION USING LEAST SQUARE METHOD AND MAXIMUM LIKELIHOOD ESTIMATOR
Pareto distribution is commonly used as a model the distribution of income is not the greatest for the overall income distribution. The parameter k is usually called the Pareto distribution Pareto coefficient. It can be used as a characteristic differentiation of 50% of the highest income. <br /...
Saved in:
Main Author: | |
---|---|
Format: | Final Project |
Language: | Indonesia |
Online Access: | https://digilib.itb.ac.id/gdl/view/14607 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Institut Teknologi Bandung |
Language: | Indonesia |
id |
id-itb.:14607 |
---|---|
spelling |
id-itb.:146072017-09-27T11:43:01ZESTIMATION PARAMETER FOR PARETO DISTRIBUTION USING LEAST SQUARE METHOD AND MAXIMUM LIKELIHOOD ESTIMATOR MOHAMAD AYYARURRAHMAN (NIM : 10106058); Pembimbing : Drs. Sumanto, M.Com., ABY Indonesia Final Project INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/14607 Pareto distribution is commonly used as a model the distribution of income is not the greatest for the overall income distribution. The parameter k is usually called the Pareto distribution Pareto coefficient. It can be used as a characteristic differentiation of 50% of the highest income. <br /> <br /> <br /> In this thesis, the method of least squares, maximum likelihood estimator is used to estimate the Pareto distribution. To find out which is the best estimator, the average squared error (MSE) is used to compare the least squares method and the maximum likelihood estimator text |
institution |
Institut Teknologi Bandung |
building |
Institut Teknologi Bandung Library |
continent |
Asia |
country |
Indonesia Indonesia |
content_provider |
Institut Teknologi Bandung |
collection |
Digital ITB |
language |
Indonesia |
description |
Pareto distribution is commonly used as a model the distribution of income is not the greatest for the overall income distribution. The parameter k is usually called the Pareto distribution Pareto coefficient. It can be used as a characteristic differentiation of 50% of the highest income. <br />
<br />
<br />
In this thesis, the method of least squares, maximum likelihood estimator is used to estimate the Pareto distribution. To find out which is the best estimator, the average squared error (MSE) is used to compare the least squares method and the maximum likelihood estimator |
format |
Final Project |
author |
MOHAMAD AYYARURRAHMAN (NIM : 10106058); Pembimbing : Drs. Sumanto, M.Com., ABY |
spellingShingle |
MOHAMAD AYYARURRAHMAN (NIM : 10106058); Pembimbing : Drs. Sumanto, M.Com., ABY ESTIMATION PARAMETER FOR PARETO DISTRIBUTION USING LEAST SQUARE METHOD AND MAXIMUM LIKELIHOOD ESTIMATOR |
author_facet |
MOHAMAD AYYARURRAHMAN (NIM : 10106058); Pembimbing : Drs. Sumanto, M.Com., ABY |
author_sort |
MOHAMAD AYYARURRAHMAN (NIM : 10106058); Pembimbing : Drs. Sumanto, M.Com., ABY |
title |
ESTIMATION PARAMETER FOR PARETO DISTRIBUTION USING LEAST SQUARE METHOD AND MAXIMUM LIKELIHOOD ESTIMATOR |
title_short |
ESTIMATION PARAMETER FOR PARETO DISTRIBUTION USING LEAST SQUARE METHOD AND MAXIMUM LIKELIHOOD ESTIMATOR |
title_full |
ESTIMATION PARAMETER FOR PARETO DISTRIBUTION USING LEAST SQUARE METHOD AND MAXIMUM LIKELIHOOD ESTIMATOR |
title_fullStr |
ESTIMATION PARAMETER FOR PARETO DISTRIBUTION USING LEAST SQUARE METHOD AND MAXIMUM LIKELIHOOD ESTIMATOR |
title_full_unstemmed |
ESTIMATION PARAMETER FOR PARETO DISTRIBUTION USING LEAST SQUARE METHOD AND MAXIMUM LIKELIHOOD ESTIMATOR |
title_sort |
estimation parameter for pareto distribution using least square method and maximum likelihood estimator |
url |
https://digilib.itb.ac.id/gdl/view/14607 |
_version_ |
1820737266989924352 |