Abstract
Abstract This paper develops an estimate of the linear loss integral for three distributions: Student's t, Beta, and Negative Binomial. The proposed estimating equation is a multivariable nonlinear function which is developed in two stages. First, the integral is approximated by a quadratic function of the right-tail probability. Next, the estimated coefficients of the quadratic equation are regressed on the parameters of the distribution. Limitations, extensions, and applications of the estimates are fully discussed, and tables are provided to display sample accuracy.
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