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

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

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

2021 ◽  
pp. 213-226
Author(s):  
Bavita Singh ◽  
Rafiqullah Khan ◽  
Mohammad Azam Khan
Keyword(s):  
Order Statistics ◽  
Pareto Distribution ◽  
Generalized Pareto Distribution ◽  
Record Values ◽  
Generalized Order Statistics ◽  
Product Moments ◽  
Generalized Pareto ◽  
Mean And Variance ◽  
The Mean ◽  
Generalized Order

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.

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

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.

scholarly journals On the quotient moment of lower generalized order statistics and characterization

2015 ◽  
Vol 11 (1) ◽  
pp. 73-89
Author(s):  
Devendra Kumar
Keyword(s):  
Order Statistics ◽  
Recurrence Relation ◽  
Conditional Expectation ◽  
General Class ◽  
Recurrence Relations ◽  
Generalized Order Statistics ◽  
Lower Records ◽  
Moments Of Order Statistics ◽  
Generalized Order

Abstract In this paper we consider general class of distribution. Recurrence relations satisfied by the quotient moments and conditional quotient moments of lower generalized order statistics for a general class of distribution are derived. Further the results are deduced for quotient moments of order statistics and lower records and characterization of this distribution by considering the recurrence relation of conditional expectation for general class of distribution satisfied by the quotient moment of the lower generalized order statistics.

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