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http://dx.doi.org/10.14317/jami.2013.327

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)
Publication Information
Journal of applied mathematics & informatics / v.31, no.3_4, 2013 , pp. 327-336 More about this Journal
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.
Keywords
Record; quotient moments; recurrence relations; generalized Pareto distribution; characterization;
Citations & Related Records
Times Cited By KSCI : 3  (Citation Analysis)
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