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Efficient estimation in the Pareto distribution with the presence of outliers. (English) Zbl 1215.62021
Summary: The maximum likelihood (ML) and uniformly minimum variance unbiased estimators (UMVUE) of the probability density function (pdf), cumulative distribution function (cdf) and $r$th moment are derived for the Pareto distribution in the presence of outliers. It has been shown that the MLEs of the pdf and cdf are better than their UMVUEs. At the end, these methods are illustrated with the help of real data from an insurance company.

##### MSC:
 62F10 Point estimation 62P05 Applications of statistics to actuarial sciences and financial mathematics
##### References:
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