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dc.contributor.supervisorMartsynyuk, Yuliya (Statistics)en_US
dc.contributor.authorMIN, BO YUN
dc.date.accessioned2017-06-26T17:35:48Z
dc.date.available2017-06-26T17:35:48Z
dc.date.issued2017
dc.identifier.urihttp://hdl.handle.net/1993/32278
dc.description.abstractUsing pivotal quantities, we construct a variety of exact and asymptotic confidence intervals (CI) for the tail index (shape parameter) of the Pareto distribution of the first type assuming that the scale parameter is known. The obtained CI's are compared in terms of their expected lengths and finite-sample coverage probabilities, and thus the better performing CI's among them are determined. We also outline the construction of exact and asymptotic CI's for the tail index when the scale parameter is unknown.en_US
dc.language.isoengen_US
dc.rightsinfo:eu-repo/semantics/openAccess
dc.subjectPareto distributionen_US
dc.subjectFunctional central limit theoremen_US
dc.subjectStudent processen_US
dc.subjectConfidence intervalen_US
dc.subjectGeneralized median estimatoren_US
dc.subjectDomain of attraction of the normal lawen_US
dc.titleConfidence intervals for the tail index of the Pareto distribution of the first typeen_US
dc.typeinfo:eu-repo/semantics/masterThesis
dc.typemaster thesisen_US
dc.degree.disciplineStatisticsen_US
dc.contributor.examiningcommitteeAcar, Elif (Statistics) Magpantay, Felicia (Mathematics)en_US
dc.degree.levelMaster of Science (M.Sc.)en_US
dc.description.noteOctober 2017en_US


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