Exact Moments of Generalized Pareto Distribution based on Generalized Order Statistics and Characterizations

In this paper, we present simple explicit expressions for single and product moments of generalized order statistics from generalized Pareto distribution. These relations are deduced for the moments of order statistics and record values and tabulated the mean and variance of this distribution. Further, conditional expectation, recurrence relations for single as well as for product moments of generalized order statistics and truncated moment are used to characterize this distribution.

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

Journal of the Chungcheng Mathematical Society ◽

10.14403/jcms.2014.27.3.347 ◽

2014 ◽

Vol 27 (3) ◽

pp. 347-361

Author(s):

Devendra Kumar

Keyword(s):

Order Statistics ◽

Recurrence Relations ◽

Pareto Distribution ◽

Generalized Pareto Distribution ◽

Generalized Order Statistics ◽

Generalized Pareto ◽

Generalized Order

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Recurrence Relations for Quotient Moment of Generalized Pareto Distribution Based on Generalized Order Statistics and Characterization

Journal of Statistical Research of Iran ◽

10.18869/acadpub.jsri.10.1.23 ◽

2013 ◽

Vol 10 (1) ◽

pp. 23-39

Author(s):

Devendra Kumar ◽

Keyword(s):

Order Statistics ◽

Recurrence Relations ◽

Pareto Distribution ◽

Generalized Pareto Distribution ◽

Generalized Order Statistics ◽

Generalized Pareto ◽

Generalized Order

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On generalized order statistics from generalized pareto distribution

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2016.1171348 ◽

2017 ◽

Vol 46 (7) ◽

pp. 5682-5697

Author(s):

Mehdi Rajaei Salmasi ◽

Gholamhosein Yari

Keyword(s):

Order Statistics ◽

Pareto Distribution ◽

Generalized Pareto Distribution ◽

Generalized Order Statistics ◽

Generalized Pareto ◽

Generalized Order

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On a Characterization of Generalized Pareto Distribution Based on Generalized Order Statistics

Communication in Statistics- Theory and Methods ◽

10.1080/03610920701825973 ◽

2008 ◽

Vol 37 (9) ◽

pp. 1347-1352 ◽

Cited By ~ 5

Author(s):

Mahdi Tavangar ◽

Majid Asadi

Keyword(s):

Order Statistics ◽

Pareto Distribution ◽

Generalized Pareto Distribution ◽

Generalized Order Statistics ◽

Generalized Pareto ◽

Generalized Order

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On Bayesian One-sample Prediction of the Generalized Pareto Distribution based on Generalized Order Statistics

International Journal of Computer Applications ◽

10.5120/ijca2015907430 ◽

2015 ◽

Vol 132 (4) ◽

pp. 44-51

Author(s):

M.A.W. Mahmoud ◽

A.A.K. Saleh

Keyword(s):

Order Statistics ◽

Pareto Distribution ◽

Generalized Pareto Distribution ◽

Generalized Order Statistics ◽

Generalized Pareto ◽

Generalized Order

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GENERALIZED PARETO DISTRIBUTION BASED ON GENERALIZED ORDER STATISTICS AND ASSOCIATED INFERENCE

Statistics in Transition New Series ◽

10.21307/stattrans-2019-024 ◽

2019 ◽

Vol 20 (3) ◽

pp. 57-79

Author(s):

Mansoor Rashid Malik ◽

Devendra Kumar

Keyword(s):

Order Statistics ◽

Pareto Distribution ◽

Generalized Pareto Distribution ◽

Generalized Order Statistics ◽

Generalized Pareto ◽

Generalized Order

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Recurrence relations for single and product moments of record values from generalized pareto distribution

Communication in Statistics- Theory and Methods ◽

10.1080/03610929408831419 ◽

1994 ◽

Vol 23 (10) ◽

pp. 2841-2852 ◽

Cited By ~ 29

Author(s):

N. Balakrishnan ◽

M. Ahsanullah

Keyword(s):

Recurrence Relations ◽

Pareto Distribution ◽

Generalized Pareto Distribution ◽

Record Values ◽

Product Moments ◽

Generalized Pareto ◽

Single And Product Moments

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RECURRENCE RELATIONS FOR SINGLE AND PRODUCT MOMENTS OF GENERALIZED ORDER STATISTICS FROM PARETO, GENERALIZED PARETO, AND BURR DISTRIBUTIONS

Communication in Statistics- Theory and Methods ◽

10.1081/sta-100002148 ◽

2001 ◽

Vol 30 (4) ◽

pp. 739-746 ◽

Cited By ~ 12

Author(s):

Piotr Pawlas ◽

Dominik Szynal

Keyword(s):

Order Statistics ◽

Recurrence Relations ◽

Generalized Order Statistics ◽

Product Moments ◽

Burr Distributions ◽

Generalized Pareto ◽

Single And Product Moments ◽

Generalized Order

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Relations for Single and Product Moments of Odds Generalized Exponential-Pareto Distribution Based on Generalized Order Statistics and its Characterization

Statistics Optimization & Information Computing ◽

10.19139/soic.v7i1.478 ◽

2019 ◽

Vol 7 (1) ◽

Cited By ~ 1

Author(s):

Neetu Gupta ◽

Zaki Anwar

Keyword(s):

Order Statistics ◽

Pareto Distribution ◽

Generalized Order Statistics ◽

Product Moments ◽

Single And Product Moments ◽

Generalized Order

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On a characterization of generalized Erlang-truncated exponential distribution through distributional properties of dual generalized order statistics

Tamkang Journal of Mathematics ◽

10.5556/j.tkjm.44.2013.1241 ◽

2013 ◽

Vol 44 (4) ◽

pp. 445-452

Author(s):

Imtiyaz A. Shah

Keyword(s):

Order Statistics ◽

Generalized Pareto Distribution ◽

Generalized Order Statistics ◽

Generalized Pareto ◽

Record Statistics ◽

Power Function Distribution ◽

Lower Record ◽

Upper Record ◽

Dual Generalized Order Statistics ◽

Generalized Order

Generalized Erlang-truncated exponential distribtion ${F(x)=[1-e^{-\beta(1-e^{-\lambda})x}]}$ has been characterized through translation of two non-adjacent dual generalized order statistics (dgos) and then the characterizing results are obtained for generalized Pareto distribution through dilation of dual generalized order statistics (dgos) and generalized power function distribution through pcontraction of non-adjacent generalized order statistics (gos). Further, the results are deduced for order statistics, lower record statistics, upper record statistics and adjacent generalized order statistics and dual generalized order statistics.

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