Recurrence Relations for Moment Generating Function Based on Progressive First Failure Censoring from Generalized Pareto Distribution and Characterization

Abstract

In this article, we establish recurrence relations (RR) for single and product moment generating function (MGF) based on based on progressive first failure censoring (PFFC) for generalized Pareto distribution (GPD). Characterization for GPD using RR of single and product MGF of PFFC are also obtained. Further, the results are specialized to the progressively type-II right censored (PTIIRCOS).