학술저널
RECURRENCE RELATIONS FOR QUOTIENT MOMENTS OF GENERALIZED PARETO DISTRIBUTION BASED ON GENERALIZED ORDER STATISTICS AND CHARACTERIZATION
- 충청수학회
- Journal of the Chungcheong Mathematical Society
- Volume 27, No. 3
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2014.08347 - 361 (15 pages)
- 2
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 ex- ponential distribution, Pareto or Lomax distribution. In this paper, we established exact expressions and recurrence relations satis¯ed by the quotient moments of generalized order statistics for a gen-eralized Pareto distribution. Further the results for quotient mo-ments of order statistics and records are deduced from the relations obtained and a theorem for characterizing this distribution is pre- sented.
1. Introduction
2. Relations for quotient moments
3. Relations for quotient conditional expectation
4. Characterization
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