2014
DOI: 10.9734/jsrr/2014/10087
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Characteristic and Moment Generating Functions of Generalised Pareto (GP3) and Weibull Distributions

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Cited by 10 publications
(10 citation statements)
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“…Hosking and Wallis (1997) detailed the expressions for the distributions' L-moments in terms of its parameters and Hosking (2005) furnished the FORTRAN routines for the estimations of sample L-moments and gamma and GP3 distributions. Muraleedharan and Guedes Soares (2014) illustrated the expressions for the parameters in terms of the L-moments λ 1 , λ 2 , L-skewness (τ 3 ) and L-kurtosis (τ 4 ) of 3-parameter Weibull distribution.…”
Section: Resultsmentioning
confidence: 99%
“…Hosking and Wallis (1997) detailed the expressions for the distributions' L-moments in terms of its parameters and Hosking (2005) furnished the FORTRAN routines for the estimations of sample L-moments and gamma and GP3 distributions. Muraleedharan and Guedes Soares (2014) illustrated the expressions for the parameters in terms of the L-moments λ 1 , λ 2 , L-skewness (τ 3 ) and L-kurtosis (τ 4 ) of 3-parameter Weibull distribution.…”
Section: Resultsmentioning
confidence: 99%
“…We note that G(r) is a strictly decreasing over [r min ; r max ]. Please note that the above results can also be derived using the characteristic function of the GEV distribution calculated in [28].…”
Section: Appendix D Proof Of Lemma 4 -Part Imentioning
confidence: 94%
“…If a random variable Z has a generalized extreme value, the PDF of Z can be calculated as follows (Muraleedharan et al, 2011):…”
Section: Analog Beamforming Architecturementioning
confidence: 99%