Characterization of Generalized Distribution by Doubly Truncated Moment

Statistica

Haseeb Athar¹  Mohd. Almech Ali²  Yahia Abdel-Aty³ 

[1] Aligarh Muslim University;King Abdulaziz University;Taibah University;

关键词: truncated moment;    characterization;    pareto distribution;    power function distribution;    exponential distribution;    exponentiated pareto distribution;   

DOI  :  10.6092/issn.1973-2201/10718

来源: DOAJ

【 摘 要 】

In this paper characterization properties based on conditional expectation of a continuous function of random variable are studied when truncation is from both the sides, left and right. Then, these results are applied to obtain the k-th doubly truncated moment for a general class of distribution. Further, some examples and particular cases based on this general class of distributions are also demonstrated. The results are obtained in simple and explicit manner which also unifies the earlier results obtained by several authors. In the end, simulation study is performed to validate the correctness of theoretical characterization results and then two real life data sets are used to demonstrate the applications of these results.

【 授权许可】

Unknown