Recurrence relations for single and product moments of k-th lower record values from the inverse distributions of Pareto's type and characterizations

• Autorzy: Piotr Pawlas , Dominik Szynal
• Języki publikacji: EN

Abstrakty

EN

We give recurrence relations for single and product moments of k-th lower record values from the inverse Pareto, inverse generalized Pareto and inverse Burr distributions. We present also characterization conditions for these distributions.

Słowa kluczowe

EN

sample   order statistics   k-th lower record values   moments   product moments   inverse distributions  

Kategorie tematyczne

• 62E10: Characterization and structure theory
• 60E99: None of the above, but in this section

• Wydawca: Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra
• Czasopismo: Discussiones Mathematicae Probability and Statistics
• Rocznik: 2000
• Tom: 20
• Numer: 2
• Strony: 223-231

Daty

wydano

2000

otrzymano

2000-03-10

otrzymano

2000-04-06

Twórcy

autor

Piotr Pawlas

• Institute of Mathematics, Maria Curie-Skłodowska University, M. Curie-Skłodowskiej 1, 20-031 Lublin, Poland

autor

Dominik Szynal

• Institute of Mathematics, Maria Curie-Skłodowska University, M. Curie-Skłodowskiej 1, 20-031 Lublin, Poland

Bibliografia

• [1] S.A. Klugman, H.H. Panjer and G.E. Willmot, Loss Models, From Data to Decisions, John Wiley & Sons, Inc., 1998.
• [2] G.D. Lin, On a moment problem, Tôhoku Math. Journal 38 (1986), 595-598.
• [3] P. Pawlas and D. Szynal, Relations for single and product moments of k-th record values from exponential and Gumbel distribution, J. Appl. Statist. Sc. 7 (1) (1998), 53-62.
• [4] P. Pawlas and D. Szynal, Recurrence relations for single and product moments of k-th record values from Pareto, generalized Pareto and Burr distributions, Commun. Statist.-Theory Meth. 28 (7) (1999), 1699-1709.

Identyfikatory

DOI

10.7151/dmps.1013