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Expectation Identities of Upper Record Values from Generalized Pareto Distribution and a Characterization |
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PP: 115-121 |
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Author(s) |
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Devendra Kumar,
Anamika Kulshrestha,
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Abstract |
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| In this paper we consider generalized Pareto distribution. Exact expressions and some recurrence relations for single and
product moments of upper record values are derived. Further a characterization of this distribution based on conditional and recurrence
relation of single moments of record values is presented. |
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