In this paper we consider generalized Pareto distribution. Exact expressions and some recurrence relations for single and product moments of upper record values are derived. Further a characterization of this distribution based on conditional and recurrence relation of single moments of record values is presented.
Digital Object Identifier (DOI)
Kumar, Devendra and Kulshrestha, Anamika
"Expectation Identities of Upper Record Values from Generalized Pareto Distribution and a Characterization,"
Journal of Statistics Applications & Probability: Vol. 2
, Article 4.
Available at: https://dc.naturalspublishing.com/jsap/vol2/iss2/4