Abstract:
This articlediscusses the parameter estimator of exponential Pareto distribution.
Parameters p are estimated by constans and , using the method of moments and
method of maximum likelihood. Method of moments estimator is unbiased estimator
and themethod of maximum likelihood estimator is unbiased estimator for 1
andbiasfor 1. Variance of method of moments and mean square error of method of
maximum likelihood are obtained using numerical simulation. The simulation results
show that the method of maximum likelihood estimator better than the method of
moments estimator.