Slice sampler algorithm for generalized Pareto distribution
نویسندگان
چکیده
منابع مشابه
Recurrence Relations for Quotient Moment of Generalized Pareto Distribution Based on Generalized Order Statistics and Characterization
Generalized Pareto distribution play an important role in reliability, extreme value theory, and other branches of applied probability and statistics. This family of distributions includes exponential distribution, Pareto distribution, and Power distribution. In this paper, we established exact expressions and recurrence relations satisfied by the quotient moments of generalized order statistic...
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ژورنال
عنوان ژورنال: Hacettepe Journal of Mathematics and Statistics
سال: 2017
ISSN: 1303-5010
DOI: 10.15672/hjms.2017.441