LAUSR.org creates dashboard-style pages of related content for over 1.5 million academic articles. Sign Up to like articles & get recommendations!

Some properties of conditional partial moments in the context of stochastic modelling

Photo from archive.org

There are many practical situations where the access to conditional distributions are more likely than to their joint distribution. In the present paper we study partial moments in the conditional… Click to show full abstract

There are many practical situations where the access to conditional distributions are more likely than to their joint distribution. In the present paper we study partial moments in the conditional setup. It is shown that the conditional partial moments determine the corresponding distribution uniquely. The relationships with reliability measures such as conditional hazard rate and mean residual life are obtained. Characterizations results based on conditional partial moments for some well known bivariate lifetime distributions are derived. We study properties of conditional partial moments in the context of weighted models. Characterizations of conditional partial moments using income gap ratio are also obtained. Finally, non parametric estimators for conditional partial moments are introduced which are validated using simulated and real data sets.

Keywords: conditional partial; partial moments; properties conditional; context stochastic; moments context; stochastic modelling

Journal Title: Statistical Papers
Year Published: 2017

Link to full text (if available)


Share on Social Media:                               Sign Up to like & get
recommendations!

Related content

More Information              News              Social Media              Video              Recommended



                Click one of the above tabs to view related content.