Type: Article
On a characterization of generalized Pareto distribution based on generalized order statistics
Journal: Communications in Statistics - Theory and Methods (1532415X)Year: January 2008Volume: 37Issue: Pages: 1347 - 1352
DOI:10.1080/03610920701825973Language: English
Abstract
In recent years, several attempts have been made to characterize the generalized Pareto distribution (GPD) based on the properties of order statistics and record values. In the present article, we give a characterization result on GPD based on the spacing of generalized order statistics.