Pareto distribution

BC Arnold - Wiley StatsRef: Statistics Reference Online, 2014 - Wiley Online Library
Pareto distributions and related generalizations have historically been viewed as being
suitable for modelling income and wealth distributions. Following a brief review of the history …

[BOOK][B] An introduction to order statistics

M Ahsanullah, VB Nevzorov, M Shakil - 2013 - Springer
Dear Reader, imagine that you are a participant of Olympic Games, say, you are one of n
competitors in high-jum**. Before the start the future results of participants can be …

Recurrence relations for moments of lower generalized order statistics from exponentiated Lomax distribution and its characterization

IB Abdul-Moniem - J. Math. Comput. Sci., 2012 - scik.org
In this paper, recurrence relations for single and product moments of generalized order
statistics from Exponentiated Lomax Distribution have been obtained. Specializations to …

[BOOK][B] Characterizations of univariate continuous distributions

M Ahsanullah - 2017 - Springer
Characterization of distributions plays an important role in statistical science. Using the basic
properties of data, characterizations provide the type of distributions of that data set …

Absolute continuous bivariate generalized exponential distribution

D Kundu, RD Gupta - AStA Advances in Statistical Analysis, 2011 - Springer
Generalized exponential distribution has been used quite effectively to model positively
skewed lifetime data as an alternative to the well known Weibull or gamma distributions. In …

A class of bivariate models with proportional reversed hazard marginals

D Kundu, RD Gupta - Sankhya B, 2010 - Springer
Recently the proportional reversed hazard model has received a considerable amount of
attention in the statistical literature. The main aim of this paper is to introduce a bivariate …

[PDF][PDF] On moments of lower generalized order statistics from exponentiated Pareto distribution and its characterization

RU Khan, D Kumar - Appl. Math. Sci.(Ruse), 2010 - Citeseer
In this paper we establish explicit expressions and some recurrence relations for single and
product moments of lower generalized order statistics from exponentiated Pareto …

[PDF][PDF] Modelling volatility and financial market risk of shares on the Johannesburg stock exchange

MR Makhwiting, M Lesaoana… - African Journal of …, 2012 - academicjournals.org
In this paper, we develop ARMA-GARCH type models for modelling volatility and financial
market risk of shares on the Johannesburg Stock Exchange under the assumption of a …

[PDF][PDF] Estimation of location and scale parameters of Weibull distribution using generalized order statistics under type II singly and doubly censored data

R Jabeen, A Ahmad, N Feroze, GM Gilani - Int J Adv Sci Technol, 2013 - researchgate.net
In this research paper, we have discussed the estimation of location and scale parameters of
Weibull distribution using concept of generalized order statistics by the best linear unbiased …

[BOOK][B] New statistical models for extreme values

S Eljabri - 2013 - search.proquest.com
Extreme value theory (EVT) has wide applicability in several areas like hydrology,
engineering, science and finance. Across the world, we can see the disruptive effects of …