[KSCI] Korea Science Citation Index Service

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)

Publication Information

Journal of the Korean Statistical Society / v.36, no.3, 2007 , pp. 357-365 More about this Journal

Abstract

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.

Keywords

Characterization; Pareto distribution; partial moments;

Citations & Related Records

Times Cited By Web Of Science : 0 (Related Records In Web of Science)

Reference

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