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:: Volume 10, Issue 1 (9-2013) ::
JSRI 2013, 10(1): 23-39 Back to browse issues page
Recurrence Relations for Quotient Moment of Generalized Pareto Distribution Based on Generalized Order Statistics and Characterization
Devendra Kumar *
, devendrastats@gmail.com
Abstract:   (1508 Views)

Generalized Pareto distribution play an important role in reliability, extreme value theory, and other branches of applied probability and statistics. This family of distributions includes exponential distribution, Pareto distribution, and Power distribution. In this paper, we established exact expressions and recurrence relations satisfied by the quotient moments of generalized order statistics for a generalized Pareto distribution. Further the results for quotient moments of order statistics and records are deduced from the relations obtained and a theorem for characterizing this distribution is presented.

Keywords: Generalized order statistics, order statistics, record values, generalized Pareto distribution, recurrence relations, conditional expectation and characterization
Full-Text [PDF 201 kb]   (308 Downloads)    
Type of Study: Research | Subject: General
Received: 2015/12/20 | Accepted: 2015/12/20 | Published: 2015/12/20
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Kumar D. Recurrence Relations for Quotient Moment of Generalized Pareto Distribution Based on Generalized Order Statistics and Characterization . JSRI. 2013; 10 (1) :23-39
URL: http://jsri.srtc.ac.ir/article-1-52-en.html


Volume 10, Issue 1 (9-2013) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران (علمی - پژوهشی) Journal of Statistical Research of Iran JSRI
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