+91 8617752708

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

Original-research-article

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

Editor(s):

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

Reviewers:

(1) Anonymous

(2) Anonymous

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

Abstracts

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

Review History    Comments

Our Contacts

Guest House Road, Street no - 1/6,
Hooghly, West Bengal,
India

+91 8617752708

 

Third Floor, 207 Regent Street
London, W1B 3HH,
UK

+44 20-3031-1429