Characterization of Generalized Distribution by Doubly Truncated Moment
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. F...
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Format: | Article |
Language: | English |
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University of Bologna
2021-09-01
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Series: | Statistica |
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Online Access: | https://rivista-statistica.unibo.it/article/view/10718 |
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author | Haseeb Athar Yahia Abdel-Aty Mohd. Almech Ali |
author_facet | Haseeb Athar Yahia Abdel-Aty Mohd. Almech Ali |
author_sort | Haseeb Athar |
collection | DOAJ |
description | 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. |
first_indexed | 2024-12-21T22:08:37Z |
format | Article |
id | doaj.art-c8d98c52d5ed45a9af2aa7bd6ee39090 |
institution | Directory Open Access Journal |
issn | 0390-590X 1973-2201 |
language | English |
last_indexed | 2024-12-21T22:08:37Z |
publishDate | 2021-09-01 |
publisher | University of Bologna |
record_format | Article |
series | Statistica |
spelling | doaj.art-c8d98c52d5ed45a9af2aa7bd6ee390902022-12-21T18:48:39ZengUniversity of BolognaStatistica0390-590X1973-22012021-09-01811254410.6092/issn.1973-2201/107189113Characterization of Generalized Distribution by Doubly Truncated MomentHaseeb Athar0https://orcid.org/0000-0001-5823-9979Yahia Abdel-Aty1Mohd. Almech Ali2Aligarh Muslim UniversityTaibah UniversityKing Abdulaziz UniversityIn 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.https://rivista-statistica.unibo.it/article/view/10718truncated momentcharacterizationpareto distributionpower function distributionexponential distributionexponentiated pareto distribution |
spellingShingle | Haseeb Athar Yahia Abdel-Aty Mohd. Almech Ali Characterization of Generalized Distribution by Doubly Truncated Moment Statistica truncated moment characterization pareto distribution power function distribution exponential distribution exponentiated pareto distribution |
title | Characterization of Generalized Distribution by Doubly Truncated Moment |
title_full | Characterization of Generalized Distribution by Doubly Truncated Moment |
title_fullStr | Characterization of Generalized Distribution by Doubly Truncated Moment |
title_full_unstemmed | Characterization of Generalized Distribution by Doubly Truncated Moment |
title_short | Characterization of Generalized Distribution by Doubly Truncated Moment |
title_sort | characterization of generalized distribution by doubly truncated moment |
topic | truncated moment characterization pareto distribution power function distribution exponential distribution exponentiated pareto distribution |
url | https://rivista-statistica.unibo.it/article/view/10718 |
work_keys_str_mv | AT haseebathar characterizationofgeneralizeddistributionbydoublytruncatedmoment AT yahiaabdelaty characterizationofgeneralizeddistributionbydoublytruncatedmoment AT mohdalmechali characterizationofgeneralizeddistributionbydoublytruncatedmoment |