k-th rekord values from Dagum distribution and characterization
Devendra Kumar
Discussiones Mathematicae Probability and Statistics, Tome 36 (2016), p. 25-41 / Harvested from The Polish Digital Mathematics Library

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.

Publié le : 2016-01-01
EUDML-ID : urn:eudml:doc:286865
@article{bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1183,
     author = {Devendra Kumar},
     title = {k-th rekord values from Dagum distribution and characterization},
     journal = {Discussiones Mathematicae Probability and Statistics},
     volume = {36},
     year = {2016},
     pages = {25-41},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1183}
}
Devendra Kumar. k-th rekord values from Dagum distribution and characterization. Discussiones Mathematicae Probability and Statistics, Tome 36 (2016) pp. 25-41. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1183/

[000] [1] B.C. Arnold, N. Balakrishnan and H.N. Nagaraja, A First Course in Order Statistics (John Wiley, New York, 1992). | Zbl 0850.62008

[001] [2] B.C. Arnold, N. Balakrishnan and H.N. Nagaraja, Records (John Wiley, New York, 1998).

[002] [3] C. Dagum, A new model of personal income distribution: Specification and estimation, Econ. Appl. XXX (1977), 413-436.

[003] [4] C. Kleiber and S. Kotz, Statistical Size Distribution in Economics and Actuarial Sciences (John Wiley & Sons, Inc., Hoboken, NJ, 2003). | Zbl 1044.62014

[004] [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).

[005] [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. | Zbl 06166109

[006] [7] D. Kumar, Explicit Expressions and statistical inference of generalized Rayleigh distribution based on lower record values, Math. Meth. Stat. 24 (2015), 225-241. | Zbl 06557669

[007] [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

[008] [9] G.D. Lin, On a moment problem, Tohoku Math. J. 38 (1986), 595-598. | Zbl 0602.42016

[009] [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.

[010] [11] K.S. Sultan and M.E. Moshref, Record values from generalized Pareto distribution and associated inference, Metrika 51 (2000), 105-116. | Zbl 1180.62076

[011] [12] K.N. Chandler, The distribution and frequency of record values, J. Roy. Statist. Soc., Ser. B 14 (1952), 220-228. | Zbl 0047.38302

[012] [13] M. Ahsanullah, Record Statistics (Nova Science Publishers, New York, 1995).

[013] [14] N. Balakrishnan and A.C. Cohan, Order statistics and inference: estimation methods (Boston, MA, Academic Press, 1991).

[014] [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. | Zbl 0850.62118

[015] [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. | Zbl 0834.62013

[016] [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. | Zbl 0822.62005

[017] [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. | Zbl 0784.62012

[018] [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. | Zbl 0901.62023

[019] [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. | Zbl 0961.62009

[020] [21] S.I. Resnick, Record values and related statistics, Ann. Probab. 2 (1973), 650-662. | Zbl 0261.60024

[021] [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.

[022] [23] W. Feller, An introduction to probability theory and its applications (John Wiley & New York, 1966). | Zbl 0138.10207

[023] [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. | Zbl 0888.62009