Journal of the Chungcheong Mathematical Society (충청수학회지)

The Chungcheong Mathematical Society (충청수학회)
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RECURRENCE RELATIONS FOR QUOTIENT MOMENTS OF GENERALIZED PARETO DISTRIBUTION BASED ON GENERALIZED ORDER STATISTICS AND CHARACTERIZATION

  • Kumar, Devendra (Department of Statistics, Amity Institute of Applied Sciences Amity University)
  • Received : 2013.12.18
  • Accepted : 2014.06.30
  • Published : 2014.08.15
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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 satised 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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References

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