On characteristic functions of kth record values from the generalized extreme value distribution and its characterization
M. A. W. Mahmoud ; M. A. Atallah ; M. Albassam
Applicationes Mathematicae, Tome 38 (2011), p. 357-367 / Harvested from The Polish Digital Mathematics Library
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Recurrence relations for the marginal, joint and conditional characteristic functions of kth record values from the generalized extreme value distribution are established. These relations are utilized to obtain recurrence relations for single, product and conditional moments of kth record values. Moreover, by making use of the recurrence relations the generalized extreme value distribution is characterized.

Publié le : 2011-01-01
EUDML-ID : urn:eudml:doc:279911 
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M. A. W. Mahmoud; M. A. Atallah; M. Albassam. On characteristic functions of kth record values from the generalized extreme value distribution and its characterization. Applicationes Mathematicae, Tome 38 (2011) pp. 357-367. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am38-3-6/