On generalized order statistics from generalized pareto distribution |
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Authors: | Mehdi Rajaei Salmasi Gholamhosein Yari |
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Affiliation: | 1. Department of Statistics, Science and Research Branch, Islamic Azad University, Tehran, Iran;2. School of Mathematics, Iran University of Science and Technology, Tehran, Iran |
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Abstract: | The aim of this paper is to estimate parameters of generalized Pareto distribution based on generalized order statistics. Some non-Bayesian methods, such as MLE, bootstrap and unbiased estimators have been obtained to develop point and interval estimations. Bayesian estimations have also been derived under LSE and LINEX loss functions. To compare the performances of the employed methods, numerical results have been computed. To illustrate dependence and association properties of generalized order statistics, correlation coefficient and some informational measures in closed form have been obtained. |
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Keywords: | Generalized order statisitcs Generalized pareto distribution Information measures Mcmc Parameter estimation |
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