Temat: order statistics - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Recurrence relations for conditional moment generating functions of order statistics and record values
Autorzy:: AL-Hussaini, Essam
Ahmad, Abd EL-Baset
El-Boghdady, Hanan
Powiązania:: https://bibliotekanauki.pl/articles/729716.pdf
Data publikacji:: 2005
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: order statistics
record values
conditional moment generating functions
conditional moments
recurrence relations
Opis:: In this paper, recurrence relations for conditional moment generating functions and conditional moments of order statistics and record values based on random samples drawn from members of a class of doubly truncated distributions Ád are obtained.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2005, 25, 2; 181-205
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: k-th rekord values from Dagum distribution and characterization
Autorzy:: Kumar, Devendra
Powiązania:: https://bibliotekanauki.pl/articles/729722.pdf
Data publikacji:: 2016
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: sample
order statistics
lower record values
single moments
product moments
recurrence relations
Dagum distribution
characterization
Opis:: In this study, we gave some new explicit expressions and recurrence relations satisfied by single and product moments of k-th lower record values from Dagum distribution. Next we show that the result for the record values from the Dagum distribution can be derived from our result as special case. Further, using a recurrence relation for single moments and conditional expectation of record values we obtain characterization of Dagum distribution. In addition, we use the established explicit expression of single moment to compute the mean, variance, coefficient of skewness and coefficient of kurtosis. Finally, we suggest two applications.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2016, 36, 1-2; 25-41
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Generalized Pareto distribution based on generalized order statistics and associated inference
Autorzy:: Malik, Mansoor Rashid
Kumar, Devendra
Powiązania:: https://bibliotekanauki.pl/articles/1193074.pdf
Data publikacji:: 2019-08-30
Wydawca:: Główny Urząd Statystyczny
Tematy:: generalized order statistics
generalized Pareto distribution
single and product moment
recurrence relations
characterization and maximum likelihood estimation
Opis:: In this paper, we have considered the generalized Pareto distribution. Various structural properties of the distribution are derived including (quantile function, explicit expressions for moments, mean deviation, Bonferroni and Lorenz curves and Renyi entropy). We have provided simple explicit expressions and recurrence relations for single and product moments of generalized order statistics from the generalized Pareto distribution. The method of maximum likelihood is adopted for estimating the model parameters. For different parameter settings and sample sizes, the simulation studies are performed and compared to the performance of the generalized Pareto distribution.
Źródło:: Statistics in Transition new series; 2019, 20, 3; 57-79
1234-7655
Pojawia się w:: Statistics in Transition new series
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 4.

Tytuł:: Relationships for moments of the progressively Type-II right censored order statistics from the power Lomax distribution and the associated inference
Autorzy:: Saran, Jagdish
Pushkarna, Narinder
Sehgal, Shikha
Powiązania:: https://bibliotekanauki.pl/articles/1917117.pdf
Data publikacji:: 2021-12-08
Wydawca:: Główny Urząd Statystyczny
Tematy:: progressively Type-II right censored order statistics
single moments
product moments
recurrence relations
power Lomax distribution
maximum likelihood estimation
Opis:: In this paper, we establish several recurrence relations between single and product moments of progressively Type-II right censored order statistics from the power Lomax distribution. The relations enable the computation of all the single and product moments of progressively Type-II right censored order statistics for all sample sizes ?? and all censoring schemes (R1, R2, ..., Rm) m ≤ n in a simple recursive manner. The maximum likelihood approach is used for the estimation of the parameters and the reliability characteristic. A Monte Carlo simulation study has been conducted to compare the performance of the estimates for different censoring schemes.
Źródło:: Statistics in Transition new series; 2021, 22, 4; 191-212
1234-7655
Pojawia się w:: Statistics in Transition new series
Dostawca treści:: Biblioteka Nauki

Artykuł

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