k-th rekord values from Dagum distribution and characterization

Devendra Kumar

Discussiones Mathematicae Probability and Statistics (2016)

  • Volume: 36, Issue: 1-2, page 25-41
  • ISSN: 1509-9423

Abstract

top
In this study, we gave some new explicit expressions and recurrence relations satisfied by single and product moments of k-th lower record values from Dagum distribution. Next we show that the result for the record values from the Dagum distribution can be derived from our result as special case. Further, using a recurrence relation for single moments and conditional expectation of record values we obtain characterization of Dagum distribution. In addition, we use the established explicit expression of single moment to compute the mean, variance, coefficient of skewness and coefficient of kurtosis. Finally, we suggest two applications.

How to cite

top

Devendra Kumar. "k-th rekord values from Dagum distribution and characterization." Discussiones Mathematicae Probability and Statistics 36.1-2 (2016): 25-41. <http://eudml.org/doc/286865>.

@article{DevendraKumar2016,
abstract = {In this study, we gave some new explicit expressions and recurrence relations satisfied by single and product moments of k-th lower record values from Dagum distribution. Next we show that the result for the record values from the Dagum distribution can be derived from our result as special case. Further, using a recurrence relation for single moments and conditional expectation of record values we obtain characterization of Dagum distribution. In addition, we use the established explicit expression of single moment to compute the mean, variance, coefficient of skewness and coefficient of kurtosis. Finally, we suggest two applications.},
author = {Devendra Kumar},
journal = {Discussiones Mathematicae Probability and Statistics},
keywords = {sample; order statistics; lower record values; single moments; product moments; recurrence relations; Dagum distribution; characterization},
language = {eng},
number = {1-2},
pages = {25-41},
title = {k-th rekord values from Dagum distribution and characterization},
url = {http://eudml.org/doc/286865},
volume = {36},
year = {2016},
}

TY - JOUR
AU - Devendra Kumar
TI - k-th rekord values from Dagum distribution and characterization
JO - Discussiones Mathematicae Probability and Statistics
PY - 2016
VL - 36
IS - 1-2
SP - 25
EP - 41
AB - In this study, we gave some new explicit expressions and recurrence relations satisfied by single and product moments of k-th lower record values from Dagum distribution. Next we show that the result for the record values from the Dagum distribution can be derived from our result as special case. Further, using a recurrence relation for single moments and conditional expectation of record values we obtain characterization of Dagum distribution. In addition, we use the established explicit expression of single moment to compute the mean, variance, coefficient of skewness and coefficient of kurtosis. Finally, we suggest two applications.
LA - eng
KW - sample; order statistics; lower record values; single moments; product moments; recurrence relations; Dagum distribution; characterization
UR - http://eudml.org/doc/286865
ER -

References

top
  1. [1] B.C. Arnold, N. Balakrishnan and H.N. Nagaraja, A First Course in Order Statistics (John Wiley, New York, 1992). Zbl0850.62008
  2. [2] B.C. Arnold, N. Balakrishnan and H.N. Nagaraja, Records (John Wiley, New York, 1998). 
  3. [3] C. Dagum, A new model of personal income distribution: Specification and estimation, Econ. Appl. XXX (1977), 413-436. 
  4. [4] C. Kleiber and S. Kotz, Statistical Size Distribution in Economics and Actuarial Sciences (John Wiley & Sons, Inc., Hoboken, NJ, 2003). Zbl1044.62014
  5. [5] C. Kleiber, A guide to the Dagum distribution, in Modeling Income Distributions and Lorenz Curves Series: Economic Studies in Inequality, Social Exclusion and Well-Being, 5, C. Duangkamon (Springer, New York, NY, 2008). 
  6. [6] D. Kumar and M.I. Khan, Recurrence relations for moments of kth record values from generalized beta II distribution and a characterization, Seluk Journal of Applied Mathematics 13 (2012), 75-82. Zbl06166109
  7. [7] D. Kumar, Explicit Expressions and statistical inference of generalized Rayleigh distribution based on lower record values, Math. Meth. Stat. 24 (2015), 225-241. Zbl06557669
  8. [8] D. Kumar, N. Jain and S. Gupta, The type I generalized half logistic distribution based on upper record values, J. Probab. Stat. 2015 (2015). doi: 01-11 
  9. [9] G.D. Lin, On a moment problem, Tohoku Math. J. 38 (1986), 595-598. Zbl0602.42016
  10. [10] J. Saran and S.K. Singh, Recurrence relations for single and product moments of kth record values from linear exponential distribution and a characterization, Asian J. Math. Stat. 1 (2008), 159-164. 
  11. [11] K.S. Sultan and M.E. Moshref, Record values from generalized Pareto distribution and associated inference, Metrika 51 (2000), 105-116. Zbl1180.62076
  12. [12] K.N. Chandler, The distribution and frequency of record values, J. Roy. Statist. Soc., Ser. B 14 (1952), 220-228. Zbl0047.38302
  13. [13] M. Ahsanullah, Record Statistics (Nova Science Publishers, New York, 1995). 
  14. [14] N. Balakrishnan and A.C. Cohan, Order statistics and inference: estimation methods (Boston, MA, Academic Press, 1991). 
  15. [15] N. Balakrishnan and M. Ahsanullah, Recurrence relations for single and product moments of record values from generalized Pareto distribution, Comm. Statist. Theory and Methods 23 (1994), 2841-28526. Zbl0850.62118
  16. [16] N. Balakrishnan and M. Ahsanullah, Relations for single and product moments of record values from Lomax distribution, Sankhyā Ser. B 56 (1994), 140-146. Zbl0834.62013
  17. [17] N. Balakrishnan and M. Ahsanullah, Relations for single and product moments of record values from exponential distribution, J. Appl. Statist. Sci. 2 (1995), 73-87. Zbl0822.62005
  18. [18] N. Balakrishnan, P.S. Chan and M. Ahsanullah, Recurrence relations for moments of record values from generalized extreme value distribution, Comm. Statist. Theory and Methods 22 (1993), 1471-1482. Zbl0784.62012
  19. [19] P. Pawlas and D. Szynal, Relations for single and product moments of kth record values from exponential and Gumbel distributions, J. Appl. Statist. Sci. 7 (1998), 53-61. Zbl0901.62023
  20. [20] P. Pawlas and D. Szynal, Recurrence relations for single and product moments of kth record values from weibull distribution and a characterization, J. Appl. Statist. Sci. 10 (2000), 17-25. Zbl0961.62009
  21. [21] S.I. Resnick, Record values and related statistics, Ann. Probab. 2 (1973), 650-662. Zbl0261.60024
  22. [22] U. Kamps, Characterizations of distributions by recurrence relations and identities for moments of order statistics, in: N. Balakrishnan, and C.R. Rao, Handbook of Statistics 16 Order Statistics: Theory & Methods, Alavi, Lick and Schwenk (Ed(s)), (North-Holland, Amsterdam, 1998), 291-311. 
  23. [23] W. Feller, An introduction to probability theory and its applications (John Wiley & New York, 1966). Zbl0138.10207
  24. [24] Z. Grudzień and D. Szynal, Characterization of uniform and exponential distributions via moments of kth record values with random indices, J. Appl. Statist. Sci. 5 (1997), 259-266. Zbl0888.62009

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.