• Title/Summary/Keyword: Moments of order statistics

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Moments of Order Statistics from Doubly Truncated Linear-Exponential Distribution

  • Saran, Jagdish;Pushkarna, Narinder
    • Journal of the Korean Statistical Society
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    • v.28 no.3
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    • pp.279-296
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    • 1999
  • In this paper we establish some recurrence relations for both single and product moments of order statistics from a doubly truncated linear- exponential distribution with increasing hazard rate. These recurrence relations would enable one to compute all the higher order moments of order statistics for all sample sizes from those of the lower order in a simple recursive way. In addition, percentage points of order statistics are also discussed. These generalize the corresponding results for the linear- exponential distribution with increasing hazard rate derived by Balakrishnan and Malik(1986)

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RECURRENCE RELATIONS FOR QUOTIENT MOMENTS OF GENERALIZED PARETO DISTRIBUTION BASED ON GENERALIZED ORDER STATISTICS AND CHARACTERIZATION

  • Kumar, Devendra
    • Journal of the Chungcheong Mathematical Society
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    • v.27 no.3
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    • pp.347-361
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    • 2014
  • Generalized Pareto distribution play an important role in reliability, extreme value theory, and other branches of applied probability and statistics. This family of distribution includes exponential distribution, Pareto or Lomax distribution. In this paper, we established exact expressions and recurrence relations satised by the quotient moments of generalized order statistics for a generalized Pareto distribution. Further the results for quotient moments of order statistics and records are deduced from the relations obtained and a theorem for characterizing this distribution is presented.

MOMENTS OF LOWER GENERALIZED ORDER STATISTICS FROM DOUBLY TRUNCATED CONTINUOUS DISTRIBUTIONS AND CHARACTERIZATIONS

  • Kumar, Devendra
    • Journal of the Chungcheong Mathematical Society
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    • v.26 no.3
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    • pp.441-451
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    • 2013
  • In this paper, we derive recurrence relations for moments of lower generalized order statistics within a class of doubly truncated distributions. Inverse Weibull, exponentiated Weibull, power function, exponentiated Pareto, exponentiated gamma, generalized exponential, exponentiated log-logistic, generalized inverse Weibull, extended type I generalized logistic, logistic and Gumble distributions are given as illustrative examples. Further, recurrence relations for moments of order statistics and lower record values are obtained as special cases of the lower generalized order statistics, also two theorems for characterizing the general form of distribution based on single moments of lower generalized order statistics are given.

Recurrence Relations Between Product Moments of Order Statistics for Truncated Distributions and Their Applications

  • Saran, Jagdish;Pushkarna, Narinder
    • Journal of the Korean Statistical Society
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    • v.31 no.3
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    • pp.391-403
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    • 2002
  • In this paper, some general results for obtaining recurrence relations between product moments of order statistics for doubly truncated distributions are established. These results are then applied to some specific doubly truncated distributions, viz. doubly truncated Weibull, Exponential, Pareto, power function, Cauchy, Lomax and Rayleigh.

On Bounds for Moments of Unimodal Distributions

  • Sharma, R.;Bhandaria, R.
    • Communications for Statistical Applications and Methods
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    • v.21 no.3
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    • pp.201-212
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    • 2014
  • We provide a simple basic method to find bounds for higher order moments of unimodal distributions in terms of lower order moments when the random variable takes value in a given finite real interval. The bounds for moments in terms of the geometric mean of the distribution are also derived. Both continuous and discrete cases are considered. The bounds for the ratio and difference of moments are obtained. The special cases provide refinements of several well-known inequalities, such as Kantorovich inequality and Krasnosel'skii and Krein inequality.

Recurrence Relations in the Transformed Exponential Distributions

  • Choi, Jeen-Kap;Mo, Kap-Jong
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.4
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    • pp.1031-1044
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    • 2003
  • In this paper, we establish some recurrence relations of the moments, product moments, percentage points, and modes of order statistics from the transformed exponential distribution.

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RELATIONS OF DAGUM DISTRIBUTION BASED ON DUAL GENERALIZED ORDER STATISTICS

  • KUMAR, DEVENDRA
    • Journal of applied mathematics & informatics
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    • v.35 no.5_6
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    • pp.477-493
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    • 2017
  • The dual generalized order statistics is a unified model which contains the well known decreasingly ordered random variables like order statistics and lower record values. With this definition we give simple expressions for single and product moments of dual generalized order statistics from Dagum distribution. The results for order statistics and lower records are deduced from the relations derived and some computational works are also carried out. Further, a characterizing result of this distribution on using the conditional moment of the dual generalized order statistics is discussed. These recurrence relations enable computation of the means, variances and covariances of all order statistics for all sample sizes in a simple and efficient manner. By using these relations, we tabulate the means, variances, skewness and kurtosis of order statistics and record values of the Dagum distribution.

LH-Moments of Some Distributions Useful in Hydrology

  • Murshed, Md. Sharwar;Park, Byung-Jun;Jeong, Bo-Yoon;Park, Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • v.16 no.4
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    • pp.647-658
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    • 2009
  • It is already known from the previous study that flood seems to have heavier tail. Therefore, to make prediction of future extreme label, some agreement of tail behavior of extreme data is highly required. The LH-moments estimation method, the generalized form of L-moments is an useful method of characterizing the upper part of the distribution. LH-moments are based on linear combination of higher order statistics. In this study, we have formulated LH-moments of five distributions useful in hydrology such as, two types of three parameter kappa distributions, beta-${\kappa}$ distribution, beta-p distribution and a generalized Gumbel distribution. Using LH-moments reduces the undue influences that small sample may have on the estimation of large return period events.

Goodness-of-fit Test for Rayleigh Distribution

  • Sultan, K.S.
    • International Journal of Reliability and Applications
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    • v.8 no.1
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    • pp.41-51
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    • 2007
  • In this paper, we use the moments of order statistics derived by Lieblein (1955) to develop the correlation goodness-of-fit test for the Rayleigh distribution. In such we simulate the percentage points of the test statistics for the one-parameter and two-parameter cases. In addition, we calculate the power of the proposed tests based on some alterative distributions. Finally, we apply the procedures developed in the paper to some real data.

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