Work

On Relations for Quotient Moments of the Generalized Pareto Distribution Based on Record Values and a Characterization

Year: 2013

Type: article

Abstract: Generalized Pareto distributions play an important role in re-liability, extreme value theory, and other branches of applied probability and statistics. This family of distribution includes exponential distribution, Pareto distribution, and Power distribution. In this paper we establish some recurrences relations satisfied by the quotient moments of the upper record values from the generalized Pareto distribution. Further a char-acterization of this distribution based on recurrence relations of quotient moments of record values is presented.

Source: Journal of applied mathematics & informatics

DOI: 10.14317/jami.2013.327

Author: Devendra Kumar

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze

OpenAlex ID: W1988399477

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Cites: 7

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Related to: 10