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Journal of Scientific Research and Reports, ISSN: 2320-0227,Vol.: 3, Issue.: 14 (16-31 July)


Characteristic and Moment Generating Functions of Generalised Pareto (GP3) and Weibull Distributions


G. Muraleedharan1* and C. Guedes Soares1

1Centre for Marine Technology and Engineering (CENTEC), Instituto Superior Técnico, Technical University of Lisbon, Av.Rovisco Pais, 1049-001, Lisboa, Portugal.

Article Information


(1) Luigi Rodino, Mathematical Analysis, Department of Mathematics, University of Turin, Italy.


(1) Anonymous

(2) Anonymous

Complete Peer review History: http://www.sciencedomain.org/review-history/4906


The characteristic functions (CHFs) are derived for GP3 (generalized Pareto) distribution for shape parameters ξ ≠ 0 and ξ = 0 in explicit closed forms. The CHF of 3-parameter Weibull (type-3extreme value distribution (EVD)) is also derived in a closed form by a direct methodology. Moment-generating functions (MGFs) of the distributions are also derived and parametric relations of certain basic properties of the distributions are also obtained. Model estimation by the method of L-moments is also provided.

Keywords :

Characteristic function; moment generating function; GP3 distribution; 3-parameter Weibull distribution.

Full Article - PDF    Page 1861-1874

DOI : 10.9734/JSRR/2014/10087

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