On Generalization of the Pareto Distribution
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Date
2009
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Abstract
In this paper, we present a probability density function that generalizes the Pareto distribution. The cumulative distribution function and the moments of the generalized distribution are obtained while the distribution of some order statistics of the distribution are established. Included in this paper are the estimation of the parameters of the generalized Pareto distribution and some theorems that relate it to other statistical distributions are established.
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Keywords
Generalized pareto distribution, Gamma distribution, Exponential distribution, Homogeneous differential equation
Citation
Olapade, A. K. (2009). On Generalization of the Pareto Distribution. Journal of Statistics Sciences, 1(1): 55 - 62