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Generalized Pareto Distribution Based On Generalized Order Statistics And Associated Inference

Author

Listed:
  • Malik Mansoor Rashid
  • Kumar Devendra

    (Department of Statistics, Central University of Haryana, Mahendergarh, India .)

Abstract

In this paper, we have considered the generalized Pareto distribution. Various structural properties of the distribution are derived including (quantile function, explicit expressions for moments, mean deviation, Bonferroni and Lorenz curves and Renyi entropy). We have provided simple explicit expressions and recurrence relations for single and product moments of generalized order statistics from the generalized Pareto distribution. The method of maximum likelihood is adopted for estimating the model parameters. For different parameter settings and sample sizes, the simulation studies are performed and compared to the performance of the generalized Pareto distribution.

Suggested Citation

  • Malik Mansoor Rashid & Kumar Devendra, 2019. "Generalized Pareto Distribution Based On Generalized Order Statistics And Associated Inference," Statistics in Transition New Series, Polish Statistical Association, vol. 20(3), pages 57-79, September.
    • Handle: RePEc:vrs:stintr:v:20:y:2019:i:3:p:57-79:n:3
    DOI: 10.21307/stattrans-2019-024
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    References listed on IDEAS

    as
    1. Devendra Kumar & Sanku Dey & Saralees Nadarajah, 2017. "Extended exponential distribution based on order statistics," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(18), pages 9166-9184, September.
    2. Devendra Kumar & Anju Goyal, 2019. "Order Statistics from the Power Lindley Distribution and Associated Inference with Application," Annals of Data Science, Springer, vol. 6(1), pages 153-177, March.
    3. Devendra Kumar & Anju Goyal, 2019. "Generalized Lindley Distribution Based on Order Statistics and Associated Inference with Application," Annals of Data Science, Springer, vol. 6(4), pages 707-736, December.
    4. Aboeleneen, Z.A., 2010. "Inference for Weibull distribution under generalized order statistics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(1), pages 26-36.
    5. Devendra Kumar & Neetu Jain & Shivani Gupta, 2015. "The Type I Generalized Half-Logistic Distribution Based on Upper Record Values," Journal of Probability and Statistics, Hindawi, vol. 2015, pages 1-11, August.
    Full references (including those not matched with items on IDEAS)

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