Characteristic and Moment Generating Functions of Generalised Pareto (GP3) and Weibull Distributions
G. Muraleedharan & C. Guedes Soares · Journal of Scientific Research and Reports · 2014
The characteristic functions (CHFs) are derived for GP3 (generalized Pareto) distribution for shape parameters ξ ≠ 0 and ξ = 0 in explicit closed forms. The CHF of 3-parameter Weibull (type-3extreme value distribution (EVD)) is also derived in a closed form by a direct methodolog...
Open access
Research Article
10.9734/JSRR/2014/10087