Extremes, Extremal Index Estimation, Records, Moment Problem for the Pseudo-Lindley Distribution and Applications

Authors

  • Gane Samb Lo LERSTAD, Gaston Berger University, Saint-Louis, Senegal
  • Modou Ngom LERSTAD, Gaston Berger University, Saint-Louis, Sénégal
  • Moumouni Diallo Faculté des Sciences Economiques et de Gestion (FSEG), Université des Sciences Sociale et de Gestion de Bamako ( USSGB), Mali

DOI:

https://doi.org/10.29020/nybg.ejpam.v13i4.3834

Keywords:

Lindley's distribution, Pseudo-Lindley distribution, Extreme value theory, record values, Hill's estimator, asymptotic laws

Abstract

The pseudo-Lindley distribution which was introduced in Zeghdoudi and Nedjar (2016) is studied with regards to it upper tail. In that  regard, and  when the underlying distribution function follows the Pseudo-Lindley law, we investigate  the the behavior of its values, the asymptotic normality of the Hill estimator and the double-indexed generalized Hill statistic process (Ngom and Lo, 2016), the asymptotic normality of the records values and the the moment problem.

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Published

2020-10-31

Issue

Vol. 13 No. 4: (October 2020)

License

Upon acceptance of an article by the journal, the author(s) accept(s) the transfer of copyright of the article to European Journal of Pure and Applied Mathematics.

European Journal of Pure and Applied Mathematics will be Copyright Holder.

How to Cite

Extremes, Extremal Index Estimation, Records, Moment Problem for the Pseudo-Lindley Distribution and Applications. (2020). European Journal of Pure and Applied Mathematics, 13(4), 739-757. https://doi.org/10.29020/nybg.ejpam.v13i4.3834