Recurrence relations for single and product moments of k-th record values from pareto,generalized pareto and burr distributions |
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Authors: | Plotr Pawlas Dominik Szynal |
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Affiliation: | Institute of Mathematics , Maria Curie-Sklodowska University , Lublin , 20-031 , Poland |
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Abstract: | In this note we give recurrence relations satisfied by single and product momenrs of k-th upper-record values from the Pareto, generalized Pareto and Burr distributions. From these relations one can obtain all the single and product moments of all k-th record values and at the same time all record values ( k=1). Moreover, we see that the single and product moment of all k-th record values from these distributions can be exprrssed in terms of the moments of the minimal statistic of a k-sample from the exponential distribution may be deduced by letting the shape parameter deptend to 0. At the end we give characterizations of the three distributions considered. These results generalize, among other things, those given by Balakrishnan and Abuamllah (1994). |
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Keywords: | sample order statistics moments product moments fc-th record values Pareto distri¬bution generalized Pareto distribution exponential distribution Burr distribution characterization of distributions |
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