CHARACTERIZATIONS OF THE PARETO DISTRIBUTION BY CONDITIONAL EXPECTATIONS OF RECORD VALUES

2003 ◽  
Vol 18 (1) ◽  
pp. 127-131 ◽  
Author(s):  
Min-Young Lee
Keyword(s):  
Pareto Distribution ◽  
Record Values ◽  
Conditional Expectations

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

On record values of exponential Pareto distribution

2017 ◽  
Vol 11 ◽  
pp. 1547-1559
Author(s):  
Essam A. Amin
Keyword(s):  
Pareto Distribution ◽  
Record Values

On characterizing discrete distributions via conditional expectations of weak record values

Metrika ◽  
2006 ◽  
Vol 66 (2) ◽  
pp. 129-138 ◽  
Author(s):  
Katarzyna Danielak ◽  
Anna Dembińska
Keyword(s):  
Record Values ◽  
Discrete Distributions ◽  
Conditional Expectations
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