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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Main Authors: Haseeb Athar, Yahia Abdel-Aty, Mohd. Almech Ali
Format: Article
Language:English
Published: University of Bologna 2021-09-01
Series:Statistica
Subjects:
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.
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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