We give recurrence relations for single and product moments of k-th lower record values from the inverse Pareto, inverse generalized Pareto and inverse Burr distributions. We present also characterization conditions for these distributions.
@article{bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1013, author = {Piotr Pawlas and Dominik Szynal}, title = {Recurrence relations for single and product moments of k-th lower record values from the inverse distributions of Pareto's type and characterizations}, journal = {Discussiones Mathematicae Probability and Statistics}, volume = {20}, year = {2000}, pages = {223-231}, zbl = {0979.62003}, language = {en}, url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1013} }
Piotr Pawlas; Dominik Szynal. Recurrence relations for single and product moments of k-th lower record values from the inverse distributions of Pareto's type and characterizations. Discussiones Mathematicae Probability and Statistics, Tome 20 (2000) pp. 223-231. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1013/
[000] [1] S.A. Klugman, H.H. Panjer and G.E. Willmot, Loss Models, From Data to Decisions, John Wiley & Sons, Inc., 1998. | Zbl 0905.62104
[001] [2] G.D. Lin, On a moment problem, Tôhoku Math. Journal 38 (1986), 595-598. | Zbl 0602.42016
[002] [3] P. Pawlas and D. Szynal, Relations for single and product moments of k-th record values from exponential and Gumbel distribution, J. Appl. Statist. Sc. 7 (1) (1998), 53-62.
[003] [4] P. Pawlas and D. Szynal, Recurrence relations for single and product moments of k-th record values from Pareto, generalized Pareto and Burr distributions, Commun. Statist.-Theory Meth. 28 (7) (1999), 1699-1709. | Zbl 0932.62015