Author(s):
1. M. Shakil:
. Miami Dade College,Hialeah, Florida,USA
2. M. Ahsanullah:
. Rider University,Lawrenceville, New Jersey,USA
3. B. M. G. Kibria:
. Florida International University,Miami, Florida,USA
Abstract:
For a non-negative continuous random variable , Chaudhry and Zubair (2002) introduced a probability distribution with a completely monotonic probability density function based on the generalized gamma function, and called it the Macdonald probability function. In this paper, we establish various basic distributional properties of Chaudhry and Zubair's Macdonald probability distribution. Since the percentage points of a given distribution are important for any statistical applications, we have also computed the percentage points for different values of the parameter involved. Based on these properties, we establish some new characterization results of Chaudhry and Zubair's Macdonald probability distribution by the left and right truncated moments, order statistics and record values. Characterizations of certain other continuous probability distributions with completely monotonic probability density functions such as Mckay, Pareto and exponential distributions are also discussed using the proposed characterization techniques.
Page(s):
51-64
Published:
Journal: Pakistan Journal of Statistics and Operation Research, Volume: 17, Issue: 1, Year: 2021
Keywords:
Order statistics
,
characterizations
,
Record Values
,
Truncated Moments
,
Completely Monotonic Functions
References:
References are not available for this document.
Citations
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