RECURRENCE RELATIONS FOR SINGLE AND PRODUCT MOMENTS OF RECORD VALUES FROM GENERALIZED PARETO DISTRIBUTION

被引：32

作者：

BALAKRISHNAN, N

AHSANULLAH, M

机构：

[1] MCMASTER UNIV,DEPT MATH & STAT,HAMILTON L8S 4K1,ONTARIO,CANADA

[2] RIDER COLL,DEPT MANAGEMENT SCI,LAWRENCEVILLE,NJ 08648

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1994年 / 23卷 / 10期

基金：

加拿大自然科学与工程研究理事会;

关键词：

SINGLE MOMENTS; PRODUCT MOMENTS; RECORD VALUES; RECURRENCE RELATIONS; GENERALIZED PARETO-DISTRIBUTION; EXPONENTIAL DISTRIBUTION;

D O I：

10.1080/03610929408831419

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we establish some recurrence relations satisfied by single and product moments of upper record values from the generalized Pareto distribution. It is shown that these relations may be used to obtain all the single and product moments of all record values in a simple recursive manner. We also show that similar results established recently by Balakrishnan and Ahsanullah (1993) for the upper record values from the exponential distribution may be deduced by letting the shape parameter beta tend to 0.

引用

页码：2841 / 2852

页数：12

共 50 条

[1] Recurrence relations for single and product moments of k-TH record values from Pareto, generalized Pareto and Burr distributions
Pawlas, P
Szynal, D
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1999, 28 (07) : 1699 - 1709
[2] Recurrence relations for quotient moments of the generalized Pareto distribution by k-th record values
El-Din, M. M. Mohie
Kotb, M. S.
[J]. JOURNAL OF INTERDISCIPLINARY MATHEMATICS, 2010, 13 (06) : 607 - 618
[3] Recurrence relations for single and product moments of generalized order statistics from Pareto, generalized Pareto, and Burr distributions
Pawlas, P
Szynal, D
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2001, 30 (04) : 739 - 746
[4] RECURRENCE RELATIONS FOR MOMENTS OF RECORD VALUES FROM GENERALIZED EXTREME VALUE DISTRIBUTION
BALAKRISHNAN, N
CHAN, PS
AHSANULLAH, M
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1993, 22 (05) : 1471 - 1482
[5] RELATIONS FOR SINGLE AND PRODUCT MOMENTS OF RECORD VALUES FROM GUMBEL DISTRIBUTION
BALAKRISHNAN, N
AHSANULLAH, M
CHAN, PS
[J]. STATISTICS & PROBABILITY LETTERS, 1992, 15 (03) : 223 - 227
[6] Recurrence Relations for Single and Product Moments of Generalized Order Statistics for Rayleigh Distribution
Mohsin, M.
Shahbaz, M. Q.
Kibria, G.
[J]. APPLIED MATHEMATICS & INFORMATION SCIENCES, 2010, 4 (03): : 273 - 279
[7] Recurrence relations for distribution functions and moments of kTH record values
Bieniek M.
Szynal D.
[J]. Journal of Mathematical Sciences, 2002, 111 (3) : 3511 - 3519
[8] RECURRENCE RELATIONS FOR MOMENTS OF RECORD VALUES
KAMPS, U
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1995, 45 (1-2) : 225 - 234
[9] Recurrence relations for single and product moments of generalized order statistics from Marshall-Olkin extended Pareto distributions
Nayabuddin
Athar, Haseeb
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (16) : 7820 - 7826
[10] Recurrence Relations for the Moments of Record Values from Right Truncated Inverse Weibull Distribution
Aleem, M.
Shah, A. A.
[J]. RECENT ADVANCES IN MATHEMATICS AND COMPUTERS IN BUSINESS, ECONOMICS, BIOLOGY & CHEMISTRY, 2010, : 325 - +

← 1 2 3 4 5 →