Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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ON RELATIONS FOR QUOTIENT MOMENTS OF THE GENERALIZED PARETO DISTRIBUTION BASED ON RECORD VALUES AND A CHARACTERIZATION

  • Kumar, Devendra (Department of Statistics and Operations Research, Aligarh Muslim University)
  • Received : 2012.05.11
  • Accepted : 2012.10.25
  • Published : 2013.05.30
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Abstract

Generalized Pareto distributions play an important role in re-liability, extreme value theory, and other branches of applied probability and statistics. This family of distribution includes exponential distribution, Pareto distribution, and Power distribution. In this paper we establish some recurrences relations satisfied by the quotient moments of the upper record values from the generalized Pareto distribution. Further a char-acterization of this distribution based on recurrence relations of quotient moments of record values is presented.

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References

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