Limit theorems for randomly selected adjacent order statistics from a Pareto distribution
نویسندگان
چکیده
منابع مشابه
Limit theorems for randomly selected adjacent order statistics from a Pareto distribution
Consider independent and identically distributed random variables {Xnk, 1 ≤ k ≤ m, n ≥ 1} from the Pareto distribution. We randomly select two adjacent order statistics from each row, Xn(i) and Xn(i+1), where 1 ≤ i ≤m− 1. Then, we test to see whether or not strong and weak laws of large numbers with nonzero limits for weighted sums of the random variables Xn(i+1)/Xn(i) exist, where we place a p...
متن کاملDistribution of Ratios of Generalized Order Statistics From Pareto Distribution and Inference
The aim of this paper is to study distribution of ratios of generalized order statistics from pareto distribution. parameter estimation of Pareto distribution based on generalized order statistics and ratios of them have been obtained. Inferences using method of moments and unbiased estimator have been obtained to develop point estimations. Consistency of unbiased estimator has been illustrate...
متن کاملShannon entropy in generalized order statistics from Pareto-type distributions
In this paper, we derive the exact analytical expressions for the Shannon entropy of generalized orderstatistics from Pareto-type and related distributions.
متن کاملRecurrence Relations for Quotient Moment of Generalized Pareto Distribution Based on Generalized Order Statistics and Characterization
Generalized Pareto distribution play an important role in reliability, extreme value theory, and other branches of applied probability and statistics. This family of distributions includes exponential distribution, Pareto distribution, and Power distribution. In this paper, we established exact expressions and recurrence relations satisfied by the quotient moments of generalized order statistic...
متن کاملdistribution of ratios of generalized order statistics from pareto distribution and inference
the aim of this paper is to study distribution of ratios of generalized order statistics from pareto distribution. parameter estimation of pareto distribution based on generalized order statistics and ratios of them have been obtained. inferences using method of moments and unbiased estimator have been obtained to develop point estimations. consistency of unbiased estimator has been illustrate...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Mathematics and Mathematical Sciences
سال: 2005
ISSN: 0161-1712,1687-0425
DOI: 10.1155/ijmms.2005.3427