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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… Click to show full abstract
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.
Keywords:
generalized order;
order;
moments generalized;
order statistics;
generalized pareto;
distribution
Journal Title: Pakistan Journal of Statistics and Operation Research
Year Published: 2021
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Journal Title: Pakistan Journal of Statistics and Operation Research
Year Published: 2021
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!