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Let f be a GPD density function with paramters & and B such that -(-+1) f(x) = B-1 (1+ where B > 0. r >0 when E >0 and 0

Let f be a GPD density function with paramters & and B such that -(-+1) f(x) = B-1 (1+ where B > 0. r >0 when E >0 and 0

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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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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