期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2021
卷号：17
期号：1
页码：51-64
DOI：10.18187/pjsor.v17i1.3491
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：For a non-negative continuous random variable , Chaudhry and Zubair (2002, p. 19) introduced a probability distribution with a completely monotonic probability density function based on the generalized gamma function, and called it the Macdonald probability function. In this paper, we establish various basic distributional properties of Chaudhry and Zubair’s Macdonald probability distribution. Since the percentage points of a given distribution are important for any statistical applications, we have also computed the percentage points for different values of the parameter involved. Based on these properties, we establish some new characterization results of Chaudhry and Zubair’s Macdonald probability distribution by the left and right truncated moments, order statistics and record values. Characterizations of certain other continuous probability distributions with completely monotonic probability density functions such as Mckay, Pareto and exponential distributions are also discussed by the proposed characterization techniques.
关键词：Characterizations; Completely Monotonic Functions; Order Statistics; Record Values; Truncated Moment
