RECURRENCE RELATIONS FOR MOMENTS OF RECORD VALUES FROM GENERALIZED EXTREME VALUE DISTRIBUTION

被引：14

作者：

BALAKRISHNAN, N

CHAN, PS

AHSANULLAH, M

机构：

[1] MCMASTER UNIV, DEPT MATH & STAT, HAMILTON L8S 4K1, ONTARIO, CANADA

[2] RIDER COLL, DEPT MANAGEMENT SCI, LAWRENCEVILLE, NJ 08648 USA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1993年 / 22卷 / 05期

关键词：

MOMENTS; PRODUCT MOMENTS; RECURRENCE RELATION; EXTREME VALUE DISTRIBUTION;

D O I：

10.1080/03610929308831097

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper some recurrence relations between the moments of record values from the generalized extreme value distribution are established. It is shown that using these recurrence relations, all the single and product moments of all record values can be obtained in a simple recursive manner.

引用

页码：1471 / 1482

页数：12

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