Relations for characteristic functions of k-th record values from generalized Pareto and inverse generalized Pareto distribution
I. Malinowska ; D. Szynal
Applicationes Mathematicae, Tome 36 (2009), p. 157-168 / Harvested from The Polish Digital Mathematics Library
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Relations for the marginal, joint, conditional characteristic functions of k-th upper and lower record values from generalized Pareto distribution and inverse generalized Pareto distribution are given.

Publié le : 2009-01-01
EUDML-ID : urn:eudml:doc:279861 
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     year = {2009},
     pages = {157-168},
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I. Malinowska; D. Szynal. Relations for characteristic functions of k-th record values from generalized Pareto and inverse generalized Pareto distribution. Applicationes Mathematicae, Tome 36 (2009) pp. 157-168. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am36-2-4/