- 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