Abstract
In designing a stochastic model for a particular modeling problem, an investigator will be vitally interested to know if their model fits the requirements of a specific underlying probability distribution. To this end, the investigator will vitally depend on the characterizations of the selected distribution. The Amoroso, SSK (Shakil–Singh–Kibria), SKS (Shakil–Kibria–Singh), SK (Shakil–Kibria), and SKS-type distributions have been suggested to have potential applications in modeling and are characterized here based on either a simple relationship between two truncated moments or a truncated moment of a function of the first order statistic or of a function of the nth order statistic, the two more interesting order statistics. We also present a characterization of SKS-type distribution based on the conditional expectation of adjacent generalized order statistics.
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Hamedani, G.G. (2013). Characterizations of Certain Continuous Distributions. In: Shen, X., Zayed, A. (eds) Multiscale Signal Analysis and Modeling. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-4145-8_13
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DOI: https://doi.org/10.1007/978-1-4614-4145-8_13
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