Open AccessExact Moments of Generalized Pareto Distribution based on Generalized Order Statistics and Characterizations
Author(s) -
Braj Raj Singh,
R. U. Khan,
Mohammad Azam Khan
Publication year - 2021
Publication title -
pakistan journal of statistics and operation research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.354
H-Index - 15
eISSN - 2220-5810
pISSN - 1816-2711
DOI - 10.18187/pjsor.v16i2.2724
Subject(s) - mathematics , l moment , order statistic , generalized pareto distribution , lomax distribution , statistics , distribution (mathematics) , pareto distribution , moment (physics) , noncentral chi squared distribution , simple (philosophy) , product (mathematics) , order (exchange) , mathematical analysis , normal gamma distribution , asymptotic distribution , extreme value theory , philosophy , physics , geometry , classical mechanics , epistemology , estimator , finance , economics