Dear All,
here's the problem.
let (X1,...,Xn) be nonnegative iid random variables with (cumulative)
distribution function
F(x)=1-c*x^a+o(x^a), where o(x^a)->0 as x-> infinity.
"c" and "a" are unknown.
[Q] how can I estimate "a" ? or maybe, joint estimate of "a" and "c".
Regards, (Наилучшие пожелания)
Ilia Chipitsine (Илья Шипицин)
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