文章基本信息

标题：Exact Moments of Generalized Pareto Distribution based on Generalized Order Statistics and Characterizations
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作者：Bavita Singh ; Rafiqullah Khan ; Mohammad Azam Khan 等
期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2021
卷号：17
期号：1
页码：213-226
DOI：10.18187/pjsor.v16i2.2724
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：In this paper, we present simple explicit expressions for single and product moments of generalized order statistics from generalized Pareto distribution. These relations are deduced for the moments of order statistics and record values and tabulated the mean and variance of this distribution. Further, conditional expectation, recurrence relations for single as well as for product moments of generalized order statistics and truncated moment are used to characterize this distribution.
关键词：Order statistics; record values; generalized order statistics; generalized Pareto distribution; single moments; product moments; recurrence relations; conditional expectation; truncated moment and characterization