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Let Π1,…,Πk be k populations with Πi being Pareto with unknown scale parameter αi and known shape parameter βi;i=1,…,k. Suppose independent random samples (Xi1,…,Xin), i=1,…,k of equal size are drawn from each of k populations and let Xi denote the smallest observation of the ith sample. The population corresponding to the largest Xi is selected. We consider the problem of estimating the scale parameter...
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