CHARACTERIZATION OF SOME CONTINUOUS DISTRIBUTIONS BY PROPERTIES OF PARTIAL MOMENTS

  • Abraham, B. (Department of Statistics and Actuarial Science, University of Waterloo) ;
  • Nair, N. Unnikrishnan (Department of Statistics, Cochin University of Science and Technology) ;
  • Sankaran, P.G. (Department of Statistics, Cochin University of Science and Technology)
  • 발행 : 2007.09.30

초록

In this paper we present characterizations of the Pareto, Lomax, exponential and beta models by some properties of their $r^{th}$ partial moment defined as ${\alpha}_r(t)=E[(X-t)^+]^r$, where $(X-t)^+ = max(X-t,0)$. Given the partial moments at a few truncation points, these results enable us to calculate the moments at many other points.

키워드

참고문헌

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