Expectation Identities of Upper Record Values from Generalized Pareto Distribution and a Characterization

2013 ◽  
Vol 2 (2) ◽  
pp. 115-121 ◽  
Author(s):  
Devendra Kumar ◽  
Anamika Kulshrestha
Keyword(s):  
Pareto Distribution ◽  
Generalized Pareto Distribution ◽  
Record Values ◽  
Generalized Pareto ◽  
Upper Record Values ◽  
Upper Record

Inference on P(Y

2020 ◽  
Vol 72 (2) ◽  
pp. 89-110
Author(s):  
Manoj Chacko ◽  
Shiny Mathew
Keyword(s):  
Maximum Likelihood ◽  
Pareto Distribution ◽  
Generalized Pareto Distribution ◽  
Maximum Likelihood Estimators ◽  
Record Values ◽  
Asymptotic Distributions ◽  
Bayes Estimators ◽  
Generalized Pareto ◽  
Pareto Distributions ◽  
Generalized Pareto Distributions

In this article, the estimation of [Formula: see text] is considered when [Formula: see text] and [Formula: see text] are two independent generalized Pareto distributions. The maximum likelihood estimators and Bayes estimators of [Formula: see text] are obtained based on record values. The Asymptotic distributions are also obtained together with the corresponding confidence interval of [Formula: see text]. AMS 2000 subject classification: 90B25

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