Recurrence Relations for Marginal and Joint Moment Generating Functions of Generalized Order Statistics from a New Class of Pareto Distributions

Abstract

In this paper, we establish some recurrence relations for marginal and joint moment generating functions of generalized order statistics from a new class of Pareto distributions. For a particular case these results verify the corresponding results of Athar et al. (2012).

Keywords

• Generalized order statistics; single moments; product moments; marginal and joint moment generating functions; recurrence relations; Pareto distribution.