Characterization of Generalized Distribution by Doubly Truncated Moment
DOI:
https://doi.org/10.6092/issn.1973-2201/10718Keywords:
Truncated moment, Characterization, Pareto distribution, Power function distribution, Exponential distribution, Exponentiated Pareto distributionAbstract
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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