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Exact Moments of Generalized Pareto Distribution based on Generalized Order Statistics and Characterizations
Author(s):
1. B. Singh: Department of Statistics and Operations Research Aligarh Muslim University, Aligarh-202 002, India
2. R.U. Khan: Department of Statistics and Operations Research Aligarh Muslim University, Aligarh-202 002, India
3. M.A. Khan: Department of Statistics and Operations Research Aligarh Muslim University, Aligarh-202 002, India
Abstract:
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.
Page(s): 213-226
Published: Journal: Pakistan Journal of Statistics and Operation Research, Volume: 17, Issue: 1, Year: 2021
Keywords:
Order statistics , Generalized Order Statistics , Conditional Expectation , Recurrence Relations , Record Values , truncated moment and characterization , generalized Pareto distribution , single moments , product moments
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