Let f be a GPD density function with paramters { and 3 such that -(s-1+1) f(x) = B-' (1+: where B > 0, x > 0 when & > 0 and 0

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter4: Polynomial And Rational Functions
Section4.6: Variation
Problem 33E
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Properties of GPD
Let f be a GPD density function with paramters { and 3 such that
-(--+1)
f(x) = B-1 (1+
where B > 0, x > 0 when & > 0 and 0 <x < -B/E when { < 0.
prove :
•(+ + 5x)) =
E ( In (1+
and
E (In (1+ x)) = ç*k!, ke N.
E ( In (1+
where E denotes the expectation operator over the distribution. And EX < o if and
only if { < 1.
Transcribed Image Text:Properties of GPD Let f be a GPD density function with paramters { and 3 such that -(--+1) f(x) = B-1 (1+ where B > 0, x > 0 when & > 0 and 0 <x < -B/E when { < 0. prove : •(+ + 5x)) = E ( In (1+ and E (In (1+ x)) = ç*k!, ke N. E ( In (1+ where E denotes the expectation operator over the distribution. And EX < o if and only if { < 1.
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