caa a22 4500 475793226 CHVBK 20180406123716.0 cr unu---uuuuu 170329e20000801xx s 000 0 eng 10.1007/s001840000025 doi (NATIONALLICENCE)springer-10.1007/s001840000025 Record values from generalized Pareto distribution and associated inference [Elektronische Daten] [Khalaf S. Sultan, Mohamed E. Moshref] Abstract.: In this paper, we derive exact explicit expressions for the single, double, triple and quadruple moments of the upper record values from a generalized Pareto distribution. We then use these expressions to compute the mean, variance, and the coefficients of skewness and kurtosis of certain linear functions of record values. Finally, we develop approximate confidence intervals for the location and scale parameters of the generalized Pareto distribution using the Edgeworth approximation and compare them with the intervals constructed through Monte Carlo simulations. Springer-Verlag Berlin Heidelberg, 2000 Key words: Upper record values, single moments, double moments, triple moments, quadruple moments, generalized Pareto distribution, Edgeworth approximation, coefficients of skewness and kurtosis, approximate confidence interval, pivotal quantity, best linear unbiased estimates, probability coverages nationallicence Sultan Khalaf S. Department of Mathematics, Faculty of Science, Al-Azhar University, Nasr City, Cairo 11884, Egypt (e-mail: 0202_sultank@az2.azhar.eun.eg), EG aut Moshref Mohamed E. Department of Mathematics, Faculty of Science, Al-Azhar University, Nasr City, Cairo 11884, Egypt (e-mail: 0202_sultank@az2.azhar.eun.eg), EG aut https://doi.org/10.1007/s001840000025 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s001840000025 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Sultan Khalaf S. Department of Mathematics, Faculty of Science, Al-Azhar University, Nasr City, Cairo 11884, Egypt (e-mail: 0202_sultank@az2.azhar.eun.eg), EG aut NATIONALLICENCE 700 1- Moshref Mohamed E. Department of Mathematics, Faculty of Science, Al-Azhar University, Nasr City, Cairo 11884, Egypt (e-mail: 0202_sultank@az2.azhar.eun.eg), EG aut Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer