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.
Highlights
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
Setting m = 0, k = 1 in (34), we obtain the characterization results of the generalized Pareto distribution based on order statistics in the form
Summary
Setting k = 1 in (9), the exact expression for the single moments of upper record statistics from generalized Pareto distribution has the form. Setting m = 0 and k = 1 in (22), the exact expression for the product moments of order statistics from generalized Pareto distribution can be obtained as. Setting k = 1 in (23), the exact expression for the product moments of upper record statistics from generalized Pareto distribution can be obtained as. Letting m → −1 in (34), the characterizing results of the generalized Pareto distribution based on k − th upper record values can be obtained as. Setting m = 0 , k = 1 in (34), we obtain the characterization results of the generalized Pareto distribution based on order statistics in the form.
Sign-in/Register to view highlights & summary Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Pakistan Journal of Statistics and Operation Research
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
