Type: Article
Generalized Pareto distributions characterized by generalized order statistics
Journal: Communications in Statistics - Theory and Methods (1532415X)Year: January 2007Volume: 36Issue: Pages: 1333 - 1341
Tavangar M.a Asadi M.
DOI:10.1080/03610920601077048Language: English
Abstract
In recent years, several attempts have been made to characterize the generalized Pareto distributions (GPD) based on the properties of order statistics and record values. In the present article, we give some characterization results on GPD based on order statistics and generalized order statistics. Some characterizations of uniform distribution based on expectation of some functions of order statistics are also given.