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...

This paper studies generalized truncated moment problems with unbounded sets. First, we study geometric properties of the cone and its dual nonnegative polynomials. By technique homogenization, give a convergent hierarchy Moment-SOS relaxations for approximating these cones. With them, method solving Finitely atomic representing measures, or certificates their nonexistence, can be obtained by p...

We introduce the beta generalized exponential distribution that includes the beta exponential and generalized exponential distributions as special cases. We provide a comprehensive mathematical treatment of this distribution. We derive the moment generating function and the rth moment thus generalizing some results in the literature. Expressions for the density, moment generating function and r...

Description The package implements the statistical theory of L-moments including L-moment estimation, probability-weighted moment estimation, parameter estimation for numerous familiar and not-so-familiar distributions, and L-moment estimation for the same distributions from the parameters. L-moments are derived from the expectations of order statistics and are linear with respect to the probab...

It is shown that the generalized Gaussian distribution maximizes the generalized Cramer-Rao (CR) bound for the pth absolute central moment of any classical location parameter unbiased estimator. The underlying maximization is taken over the class of distributions with fixed and finite pth-order moment and exhibits particular utility in minimax designs as well as in worst-case performance analys...

objective systemic lupus erythematosus (sle), an autoimmune systemic disease with unknown etiology, affects virtually every part of the body; involvement of the central nervous system (cns) is one of the major causes of morbidity and mortality in systemic lupus erythematosus (sle) patients and is the least understood aspect of the disease. neutropenia is very uncommon in childhood lupus. true n...

The moment-entropy inequality shows that a continuous random variable with given second moment and maximal Shannon entropy must be Gaussian. Stam’s inequality shows that a continuous random variable with given Fisher information and minimal Shannon entropy must also be Gaussian. The CramérRao inequality is a direct consequence of these two inequalities. In this paper the inequalities above are ...

We show that the classical Hamburger moment problem can be included in the spectral theory of generalized indefinite strings. Namely, we introduce the class of Krein–Langer strings and show that there is a bijective correspondence between moment sequences and this class of generalized indefinite strings. This result can be viewed as a complement to the classical results of M. G. Krein on the co...