Assignment09-2010 - Journal of Business &...

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AEB 6571 - Econometric Methods I Assignment 9 Charles B. Moss October 29, 2010 1. Using the double exponential distribution (Casella and Berger 623) construct a method of moments estimator and a maximum likelihood estimator for the data presented in Table 1. 2. Using the Type XII Burr distribution f ( x | c, k )= ckx c - 1 (1 + x c ) - ( k +1) (1) estimate the c and k coefficients using maximum likelihood and the sample from Table 1. Test the hypothesis that k 1 . 10. The type XII Burr distribution has been used to model income distribution in the economics literature [Schmittlein(1983), Tadikamalla(1980)]. References [Schmittlein(1983)] Schmittlein, D.C. 1983. “Some Sampling Properties of a Model for Income Distribution.”
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Unformatted text preview: Journal of Business & Economic Statis-tic 1:147153. [Tadikamalla(1980)] Tadikamalla, P.R. 1980. A Look at the Burr and Re-lated Distributions. International Statistical Review - Revue Interna-tionale de Statistique 48:337344. 1 Table 1: Empirical Distributions Double Observation Exponential Burr 1 6.1249 0.6192 2 2.7000 0.0159 3 3.3233 0.0385 4 5.7135 0.4463 5 4.5769 0.1618 6 6.0452 0.5818 7 4.8211 0.2049 8 5.5993 0.4064 9 7.4934 1.7472 10 7.6120 1.9126 11 6.0284 0.5741 12 8.1820 2.9857 13 3.6072 0.0554 14 6.7909 1.0292 15 5.5174 0.3796 16 5.1180 0.2690 17 7.3392 1.5545 18 8.5919 4.1779 19 6.4503 0.7955 20 4.3930 0.1344 2...
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This note was uploaded on 07/15/2011 for the course AEB 6180 taught by Professor Staff during the Spring '10 term at University of Florida.

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Assignment09-2010 - Journal of Business &...

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