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Recurrence relations for quotient moments of the generalized Pareto distribution by k-th record values
Journal article   Peer reviewed

Recurrence relations for quotient moments of the generalized Pareto distribution by k-th record values

M. M. Mohie El-Din and M. S. Kotb
Journal of interdisciplinary mathematics, Vol.13(6), pp.607-618
01/12/2010

Abstract

Mathematics Physical Sciences Science & Technology
In this paper, we establish some new recurrence relations satisfied by the quotient moments of k-th upper record values from the generalized Pareto distribution (GPD). We also give characterization by considering the conditional expectation for GPD satisfied by the quotient moments of k-th upper record values.

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