RECURRENCE RELATIONS FOR QUOTIENT MOMENTS OF GENERALIZED PARETO DISTRIBUTION BASED ON GENERALIZED ORDER STATISTICS AND CHARACTERIZATION

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Published: Aug 15, 2014
DOI: https://doi.org/10.14403/jcms.2014.27.3.347
Keywords:
generalized order statistics, order statistics, record values, generalized Pareto distribution, recurrence relations, conditional expectation and characterization
Mathematics Subject Classification (2020):
Primary 62G30, 62E10

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Devendra Kumar
Department of Statistics, Amity Institute of Applied Sciences, Amity University

Abstract





Generalized Pareto distribution play an important role in reliability, extreme value theory, and other branches of applied probability and statistics. This family of distribution includes exponential distribution, Pareto or Lomax 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.





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Article Details

Issue
Vol. 27 No. 3 (2014)
Section
Articles