Parameters estimation based on type I censored samples using a Pareto intensity of the second kind

Abstract

This paper develops parameter estimates for the Pareto intensity of the second kind using type I censored samples without and with replacement. The maximum likelihood estimates for its unknown parameters and their approximate asymptotic variance-covariance matrix are derived. We also present approximate confidence intervals. Numerical simulation results are presented and used to assess the performance of the proposed estimation method. Finally an application on a real data set shows the efficiency of our model.