การประมาณค่าความแปรปรวนของการแจกแจงพาเรโตะ : การศึกษาเชิงจำลอง

This research proposes the variance estimation method of Pareto data and to compare three variance estimation methods. Those methods are simple method the adjusted variance method with term (n - 1)/n and the adjusted variance method with term (n - 2)/n. The research was considered by the absolute of bias (|Bias|) the mean absolute errors (MAE) and the mean square errors (MSE) of variance estimator. This research used Monte Carlo Simulation method. Results of this research show that the |Bias| of simple method is the lowest for almost all conditions. We can arrange the methods as follows: the adjusted variance method with term (n - 1)/n and the adjusted variance method with term (n - 2)/n respectively. For all situations the MAE and MSE the of adjusted variance method with term (n - 2)/n is the lowest. We can arrange the methods as follows: the adjusted variance method with term (n - 1)/n and simple method respectively.