Expectation Identities of Upper Record Values from Generalized Pareto Distribution and a Characterization

Authors

Devendra Kumar, Department of Statistics, Amity Institute of Applied Sciences,Amity University, Noida-201301, IndiaFollow
Anamika Kulshrestha

Author Country (or Countries)

India

Abstract

In this paper we consider generalized Pareto distribution. Exact expressions and some recurrence relations for single and product moments of upper record values are derived. Further a characterization of this distribution based on conditional and recurrence relation of single moments of record values is presented.

Suggested Reviewers

N/A

Digital Object Identifier (DOI)

http://dx.doi.org/10.12785/jsap/020204

Recommended Citation

Kumar, Devendra and Kulshrestha, Anamika (2013) "Expectation Identities of Upper Record Values from Generalized Pareto Distribution and a Characterization," Journal of Statistics Applications & Probability: Vol. 2: Iss. 2, Article 4.
DOI: http://dx.doi.org/10.12785/jsap/020204
Available at: https://digitalcommons.aaru.edu.jo/jsap/vol2/iss2/4