Teodorescu, Sandra; Vernic, Raluca A composite Exponential-Pareto distribution. (English) Zbl 1164.60318 An. Științ. Univ. “Ovidius” Constanța, Ser. Mat. 14, No. 1, 99-108 (2006). The authors present a model in which the facility of handling the exponential distribution is joined with the possibility of describing heavy tails of the Pareto distribution. To this end, they introduce a probability density that is exponential on the interval \((0,\theta)\) and Pareto on \((\theta,+\infty)\). The requirement that the new density be continuous and differentiable at \(\theta\) reduces the parameters of the two \`\` parent\'\'densities from three to one. Two different ways of estimating the remaining parameter \((\theta)\) and numerical examples are then presented. Reviewer: Carlo Sempi (Lecce) Cited in 5 Documents MSC: 60E05 Probability distributions: general theory 62F10 Point estimation Keywords:heavy-tail distribution, exponential distribution, Pareto distribution, parameter estimation PDFBibTeX XMLCite \textit{S. Teodorescu} and \textit{R. Vernic}, An. Științ. Univ. ``Ovidius'' Constanța, Ser. Mat. 14, No. 1, 99--108 (2006; Zbl 1164.60318) Full Text: EuDML