Académique Documents
Professionnel Documents
Culture Documents
ABSTRACT: In this paper, recurrence relations between the single and the product moments of the K-th
upper record values from Power Lomax distribution are obtained.
Keywords: K-th upper record values, Power Lomax distribution, recurrence relations.
I. INTRODUCTION
The probability density function (pdf) of the Power Lomax (PL) distribution is defined by (Rady et al. [1])
x
x
1
; x 0,
, ,
0 .
(1.1)
x
1
, ,
; x 0,
0.
(1.2)
x .
(1.3)
For more details on this distribution and its application one may refer to Rady et al. [1].
Let X 1 , X 2 , ..., X n be a sequence of independent and identically (iid) random variables with pdf
distribution function (df)
n 1
, of the sequence X
1,
m in J U
k 1
For
where
,Y
k
n
,y
, ..., X
, ..., X
k
n
k
n
k
n
:U
k 1,
as U 1
k 1
, n 1
k
m
and
. Then
where
k
n
,n 1
X
U
, ..., X
k
n
k
0
k 1
we have
(Ahsanullah, [2]).
, n 0
n
1,
1,
we write
. The sequence
The pdf of Y
j : j k 1
n 1, 2, ... ,
and
, ..., X
:X
record values of X
Y
x . For a fixed
,n 1
x and
,Y
ln 1 F x
!
k
; 1 m n, n 2
1 F
and h z
m 1
1 F
k 1
x ,
(1.4)
m 1 ! n m 1 !
ln 1 F
n 1
H y H x
n m 1
h x
k 1
y , (1.5)
www.ijmsi.org
41 | Page
n :k
x ln 1 F x
n 1!
k
n 1
1 F
k 1
x dx
(2.1)
k
r 1
r 1
n :k
n :k
r 1
r 1
n :k
r 1
n 1 : k
(2.2)
n :k
n :k
x
n 1!
k
r 1
ln F x
r 1
n 1
k 1
x dx
x ln F x
n 1!
r
n 1
dx
Integrating by parts, treating x r for integration and the rest of the integrand for differentiation and after
simplification yields (2.2).
Remarks
When 1 , we get the recurrence relation for the single moments of K-th upper record values from
Lomax distribution, established by Amin [8].
When 1 and k 1 , we get the recurrence relation for the single moments of upper record values from
Lomax distribution, established by Balakrishnan and Ahsanullah [9].
r ,s
m , n :k
m 1 ! n m 1 !
m 1
H y H x
n m 1
h x
1 F y
k 1
y dydx
0 x
(3.1)
Lemma 3.1. Let X be a non-negative random variable having a pdf (1.1), then
s 1
r ,s 1
r ,s 1
r ,s 1
, n :k
k s 1
, n :k
k s 1
, n 1 :k
1 m n 2 a n d r , s 0 ,1, 2 , ...
(3.2)
m 1 a n d r , s 0 ,1, 2 , ...
(3.3)
and
s 1
r ,s 1
r ,s 1
r ,s 1
,
m , m 1 :k
k s 1 m , m 1 : k
k s 1 m : k
Proof.
For 1 m n 2 a n d r , s 0 ,1, 2 , ...
From (1.3) and (3.1), we have
www.ijmsi.org
42 | P a g e
r ,s 1
r ,s 1
m , n :k
m , n :k
1 ! n m 1 !
m 1
y H x
n m 1
h x
1 F y
k 1
y dydx
0 x
1 ! n m
x
1!
m 1
n m 1
h x
1 F y
dydx
0 x
1 ! n m
x
1!
m 1
h x
I x dx
where
y H
s
y H x
n m 1
1 F
dy
1
s 1
s 1
y H x
n m 2
1 F
k 1
y H x n
m 1 f
y dy
r ,s 1
r ,s 1
r ,s 1
r ,s 1
k
m , n :k
m , n : k
m , n : k
m , n 1 : k
s 1
and after simplification yields (3.2). Proceeding in a similar manner for the case n m 1 , the recurrence
relation given in (3.3) can easily be established.
Remarks
When 1 , we get the recurrence relation for the product moments of K-th upper record values from
Lomax distribution, established by Amin [8].
When 1 and k 1 , we get the recurrence relation for the product moments of upper record values from
Lomax distribution, established by Balakrishnan and Ahsanullah [9].
IV. CONCLUSION
In this paper, we introduce recurrence relations between the single and the product moments of the Kth upper record values from Power Lomax distribution. Two special cases are obtained. These special cases are
recurrence relations between the single and the product moments of the K-th upper record values from Lomax
distribution introduced by Amin [8] and recurrence relations between the single and the product moments of an
upper record values from Lomax distribution established by Balakrishnan and Ahsanullah [9].
REFERENCES
[1]
[2]
[3]
[4]
[5]
[6]
[7]
[8]
[9]
E. A. Rady, W. A. Hassanein, and T. A. Elhaddad, The power Lomax distribution with an application to bladder cancer data.
SpringerPlus 5:1838, 2016.
M. Ahsanullah, Record Statistics, Nova Science Publishers, New York, 1995.
W. Dziubdziela, B. Kopocinski, Limiting properties of the k-th record value, Appl. Math. (Warsaw) 15, 1976, 187190.
Z. Grudzien , Characterization of distribution of time limits in record statistics as well as distributions and moments of linear record
statistics from the samples of random numbers, PracaDoktorska, UMCS, Lublin, 1982.
P. Pawlas, D. Szynal, Recurrence relations for single and product moments of k-th record values from Weibull distributions, and a
characterization, J. Appl. Statist. Sci. 10, 2000, 1726.
J. Saran, and S.K. Singh, Recurrence relations for single and product moments of k-th record values from linear exponential
distribution and a characterization, Asian J. Math. Stat. 1, 2008, 159164.
P. Pawlas and D. Szynal, Recurrence relations for single and product moments of k-th record values from Pareto, generalized Pareto
and Burr distributions, Comm. Statist. Theory Methods 28, 1999, 16991709.
E. A. Amin, K-th Upper Record Values and their Moments. International Mathematical Forum, 6, 2011, 3013 - 3021
N. Balakrishnan and M. Ahsanullah, Relations for single and product moments of record values from Lomax distribution, Sankhya
Ser. B 56, 1994, 140146.
www.ijmsi.org
43 | P a g e