Paper Title :Numerical Solution to the Problem of Optimal Boundary of Generalized Pareto Mixtures
Author :Emtair Abdalla
Article Citation :Emtair Abdalla ,
(2016 ) " Numerical Solution to the Problem of Optimal Boundary of Generalized Pareto Mixtures " ,
International Journal of Advances in Science, Engineering and Technology(IJASEAT) ,
pp. 113-115,
Volume-4,Issue-3, Spl. Iss-1
Abstract : In this paper we introduce a solution to the optimal boundary of a mixture of a generalized Pareto distribution
when an explicit boundary is not available. The solution is based on Newton-Raphson iteration method. A special attention
is paid to two-component mixtures of equal scale and shape parameters. Three Generalized Pareto sub-models are
considered, namely, exponential, Pareto and beta as well as the unified model.
Keywords— Bayesian Risk, Discriminant Function, Optimal Boundary, Pareto Mixture, Newton-Raphson Method.
Type : Research paper
Published : Volume-4,Issue-3, Spl. Iss-1
DOIONLINE NO - IJASEAT-IRAJ-DOIONLINE-5309
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Published on 2016-09-12 |
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