A Weighted Estimation for Risk Model

Table 6

Errors of goodness-of-fit tests 𝑛=25 for forest fire loss data.

Method	Goodness-of-fit tests
	Absolute error (AE)			Integrated error (IE)
	𝑟=25	𝑟=10	𝑟=5	𝑟=25	𝑟=10	𝑟=5
Pareto(Hill)	0.2656	0.1288	0.1288	2.7125	1.1493	1.0985
TPD(Aban)	0.1503 *	0.1195	0.1195	1.3687 *	0. 7911	0.5430
TPD(Moment)	0.1520	0.0982	0.0982	1.3736	0. 7764	0.5430
TPD(Weighted)	0.1542	0.0964 *	0.0964 *	1.3796	0.7577 *	0.5203 *