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Random Convex Combinations of m-Generalized Order Statistics |
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| Authors: | Agnieszka Goroncy Udo Kamps |
| Institution: | 1. Faculty of Mathematics and Computer Science , Nicolaus Copernicus University , Toruń , Poland gemini@mat.uni.torun.pl;3. Institute of Statistics , RWTH Aachen University , Aachen , Germany |
| Abstract: | The situation of identical distributions of a single m-generalized order statistic and a random convex combination of two neighboring m-generalized order statistics with beta-distributed weights is studied, and related characterizations of generalized Pareto distributions are shown. |
| Keywords: | Characterizations Generalized order statistics Generalized Pareto distributions Random convex combination |