Analysis of record data from generalized Pareto distribution

Mohamed T. Madi, Mohammad Z. Raqab

    Research output: Contribution to journalArticlepeer-review


    In this paper, based on record data from the two-parameter generalized Pareto distribution, Bayes estimates for the two unknown parameters are obtained. under the squared error loss (SEL) and linear-exponential (LINEX) loss functions. The behavior of future records based on observing some records is also addressed. An artificial and a real data set have been analyzed for illustrative purposes.

    Original languageEnglish
    Pages (from-to)211-221
    Number of pages11
    JournalJournal of Applied Statistical Science
    Issue number2
    Publication statusPublished - 2008


    • Generalized Pareto distribution
    • Gibbs and Metropolis sampling
    • Linex loss
    • Record statistics
    • Squared error loss

    ASJC Scopus subject areas

    • Statistics and Probability


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