- Autor
- Malik Mansoor Rashid (Amity University, India), Kumar Devendra (Central University of Haryana, Mahendergarh, India)
- Tytuł
- Generalized Pareto Distribution Based on Generalized Order Statistics and Associated Inference
- Źródło
- Statistics in Transition, 2019, vol. 20, nr 3, s. 57-79, rys., tab., bibliogr. s. 77-79
- Słowa kluczowe
- Rozkład Pareta, Statystyka
Pareto distribution, Statistics - Uwagi
- summ.
- Abstrakt
- 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. (original abstract)
- Dostępne w
- Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach - Pełny tekst
- Pokaż
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- Cytowane przez
- ISSN
- 1234-7655
- Język
- eng
- URI / DOI
- http://dx.doi.org/10.21307/stattrans-2019-024