Abstract：The maximum likelihood method was used to estimate the shape parameter in Pareto distribution under type-I doubly censored sample.Due to the complexity of the likelihood equation， the explicit expression of parameter estimation could not be obtained.But， it was proved that the maximum likelihood estimation had been unique. Because EM algorithm was an effective way to deal with defective data， here， the algorithm was used to estimate the parameter. The iterative formula and asymptotic variance of the shape parameter were obtained by EM algorithm， the approximate confidence interval of the shape parameter was obtained according to the central limit theorem. The stochastic simulation results show that the EM estimation of the shape parameter converges to its maximum likelihood estimation.An example is given for point estimation and interval estimation of the parameter under different samples.
2018, Vol. 52 
