Main Article Content
Abstract
In this paper, we present simple explicit expressions for single and product moments of generalized order statistics from generalized Pareto distribution. These relations are deduced for the moments of order statistics and record values and tabulated the mean and variance of this distribution. Further, conditional expectation, recurrence relations for single as well as for product moments of generalized order statistics and truncated moment are used to characterize this distribution.
Keywords
Order statistics
record values
generalized order statistics
generalized Pareto distribution
single moments
product moments
recurrence relations
conditional expectation
truncated moment and characterization
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How to Cite
Singh, B., Khan, R., & Khan, M. A. (2021). Exact Moments of Generalized Pareto Distribution based on Generalized Order Statistics and Characterizations. Pakistan Journal of Statistics and Operation Research, 17(1), 213-226. https://doi.org/10.18187/pjsor.v16i2.2724
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