Computing the Moments of Order Statistics from Truncated Pareto Distributions Based on the Conditional Expectation

Gökhan Gökdere

Abstract


In this paper, closed form expressions for the moments of the truncated Pareto order statistics are obtained by using conditional distribution. We also derive some results for the moments which will be useful for moment computations based on ordered data.


Keywords


Order statistics, Pareto distribution, Moments, Truncated distribution, Conditional distribution.

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DOI: http://dx.doi.org/10.18187/pjsor.v10i1.604

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Title

Computing the Moments of Order Statistics from Truncated Pareto Distributions Based on the Conditional Expectation

Keywords

Order statistics, Pareto distribution, Moments, Truncated distribution, Conditional distribution.

Description

In this paper, closed form expressions for the moments of the truncated Pareto order statistics are obtained by using conditional distribution. We also derive some results for the moments which will be useful for moment computations based on ordered data.


Date

2014-05-15

Identifier


Source

Pakistan Journal of Statistics and Operation Research; Vol. 10 No. 1, 2014



Print ISSN: 1816-2711 | Electronic ISSN: 2220-5810