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)

Section

Nonlinear Analysis

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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