DOIONLINE 
DOIONLINE Publish In |
International Journal of Advances in Science, Engineering and Technology(IJASEAT)-IJASEAT |
 Journal Home Volume Issue |
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Issue |
Volume-4,Issue-3, Spl. Iss-1 ( Aug, 2016 ) | |||||||||
Paper Title |
Numerical Solution to the Problem of Optimal Boundary of Generalized Pareto Mixtures | |||||||||
Author Name |
Emtair Abdalla | |||||||||
Affilition |
Mathematics Department, Sirte University, Libya | |||||||||
Pages |
113-115 | |||||||||
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. | |||||||||
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