• Journal of applied mathematics & informatics
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• v.31 no.3_4
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• pp.327-336
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• 2013

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.

• 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.

• Journal of the Korean Data and Information Science Society
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• v.21 no.5
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• pp.967-972
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• 2010

We shall consider estimations of an exponetiated parameter of the exponentiated Pareto distribution with known scale and threshold parameters. A quotient distribution of two independent exponentiated Pareto random variables is obtained. We also derive the distribution of the ratio of two independent exponentiated Pareto random variables.

• International Journal of Reliability and Applications
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• v.7 no.1
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• pp.55-69
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• 2006

This paper presents a new class of multivariate distributions with Pareto where dependence among the components is characterized by a latent random variable. The new class includes several multivariate and bivariate models of Marshall and Olkin type. It is found the bivariate distribution with Pareto is positively quadrant dependent and its mixture. Some important structural properties of the bivariate distributions with Pareto are discussed. The distribution of minimum in a competing risk Pareto model is derived.

• Communications of the Korean Mathematical Society
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• v.27 no.4
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• pp.835-842
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• 2012

Many researchers have studied the characterizations of probability distributions based on record values. It appears from literature that not much attention has been paid to the characterizations of the Pareto distribution. In this note, some new results on the characterizations of the Pareto distribution by upper record values have been established.

• Journal of Internet of Things and Convergence
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• v.9 no.3
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• pp.1-6
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• 2023

One of the economical ways to satisfy the quality of service desired by the user in a web service environment is to adjust the size of the object. To this end, this study finds the maximum size of objects that satisfy this constraint when the mean response time is given below an arbitrary threshold for quality of service. It can be inferred that in the steady state of system, the mean response time in the deterministic model by using the round-robin will be the same as that of the queueing model following the general distribution. Based on this, analytical formulas and procedures for finding the maximum object size are obtained. As a service distribution of web traffic, the Pareto distribution is appropriate, so the maximum object size is computed by applying the M/G(Pareto)/1 model and the M/G/1/PS model using exponential distribution as computational experience. Performance evaluation through numerical calculation shows that as the shape parameter in the Pareto distribution increases, the M/G(Pareto)/1 model and M/G/1/PS model have the same maximum object size. The results of this study can be used to environments where objects can be sized for economical web service control.

• Journal of the Korean Data and Information Science Society
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• v.22 no.2
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• pp.171-177
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• 2011

With the development of the actuarial and insurance industries, the distributions of the insurance payments data are deeply studied by many authors. It is known that theses types of distribution are very highly positively skewed and have a long thick upper tail such as Pareto or lognormal distribution. In 2005, Cooray and Ananda proposed a new model which is composed lognormal distribution and Pareto distribution. They said it as composite lognormal-Preto distribution. They showed that the proposed distribution was better fitted than lognormal or Pareto distribution. On the other hand many agreements about the insurance payment have some options for a trivially small payment or extremely large one because of the limits of total payment. Appling these cases, in this paper we consider the parameter estimation on the composite lognormal-Pareto distribution based on doubly censored samples.

• Journal of the Korean Statistical Society
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• v.13 no.1
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• pp.42-47
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• 1984

In this paper, the means of the estimators for the coefficient of variation (CV) in an underlying Pareto distribution are expressed in terms of confluent hypergeometric functions. The numericla values of the biases for the CV estimators in the Pareto distribution are also obtained.

• Communications for Statistical Applications and Methods
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• v.25 no.5
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• pp.569-575
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• 2018

Pareto distribution is important to analyze data in actuarial sciences, reliability, finance, and climatology. In general, unknown parameters of the Pareto distribution are estimated based on the maximum likelihood method that may yield inadequate inference results for small sample sizes and high percent censored data. In this paper, a new approach based on the regression framework is proposed to estimate unknown parameters of the Pareto distribution under the progressive Type-II censoring scheme. The proposed method provides a new regression type estimator that employs the spacings of exponential progressive Type-II censored samples. In addition, the provided estimator is a consistent estimator with superior performance compared to maximum likelihood estimators in terms of the mean squared error and bias. The validity of the proposed method is assessed through Monte Carlo simulations and real data analysis.

• Journal of the Chungcheong Mathematical Society
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• v.24 no.1
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• pp.85-89
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• 2011

We present characterizations of the Pareto distribution by the independent property of upper record values in such a way that F(x) has a Pareto distribution if and only if $\frac{X_{U(n)}}{X_{U(m)}}$ and $X_{U(m)}$ are independent for $1{\leq}m. Futhermore, the characterizations should find that F(x) has a Pareto distribution if and only if $\frac{X_{U(n)}}{X_{U(n)}{\pm}X_{U(m)}}$ and $X_{U(m)}$ are independent for $1{\leq}m.