Geodesic
Relations for characteristic functions of $k$-th record values from generalized Pareto and inverse generalized Pareto distribution
I. Malinowska1 ; D. Szynal2
1 Department of Mathematics Lublin University of Technology Nadbystrzycka 38a 20-618 Lublin, Poland
2 Institute of Mathematics Maria Curie-Sk/lodowska University Pl. M. Curie-Sk/lodowskiej 1 20-031 Lublin, Poland
Applicationes Mathematicae, Tome 36 (2009) no. 2, pp. 157-168.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

Relations for the marginal, joint, conditional characteristic functions of $k$-th upper and lower record values from generalized Pareto distribution and inverse generalized Pareto distribution are given.
DOI : 10.4064/am36-2-4
Keywords: relations marginal joint conditional characteristic functions k th upper lower record values generalized pareto distribution inverse generalized pareto distribution given

I. Malinowska 1 ; D. Szynal 2

1 Department of Mathematics Lublin University of Technology Nadbystrzycka 38a 20-618 Lublin, Poland
2 Institute of Mathematics Maria Curie-Sk/lodowska University Pl. M. Curie-Sk/lodowskiej 1 20-031 Lublin, Poland 
@article{10_4064_am36_2_4,
     author = {I. Malinowska and D. Szynal},
     title = {Relations for characteristic functions of $k$-th
 record values from generalized {Pareto} and
 inverse generalized {Pareto} distribution},
     journal = {Applicationes Mathematicae},
     pages = {157--168},
     publisher = {mathdoc},
     volume = {36},
     number = {2},
     year = {2009},
     doi = {10.4064/am36-2-4},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am36-2-4/}
}
TY  - JOUR
AU  - I. Malinowska
AU  - D. Szynal
TI  - Relations for characteristic functions of $k$-th
 record values from generalized Pareto and
 inverse generalized Pareto distribution
JO  - Applicationes Mathematicae
PY  - 2009
SP  - 157
EP  - 168
VL  - 36
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4064/am36-2-4/
DO  - 10.4064/am36-2-4
LA  - en
ID  - 10_4064_am36_2_4
ER  - 
%0 Journal Article
%A I. Malinowska
%A D. Szynal
%T Relations for characteristic functions of $k$-th
 record values from generalized Pareto and
 inverse generalized Pareto distribution
%J Applicationes Mathematicae
%D 2009
%P 157-168
%V 36
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.4064/am36-2-4/
%R 10.4064/am36-2-4
%G en
%F 10_4064_am36_2_4
I. Malinowska; D. Szynal. Relations for characteristic functions of $k$-th
 record values from generalized Pareto and
 inverse generalized Pareto distribution. Applicationes Mathematicae, Tome 36 (2009) no. 2, pp. 157-168. doi : 10.4064/am36-2-4. http://geodesic.mathdoc.fr/articles/10.4064/am36-2-4/

Cité par Sources :