On k-th record times, record values and their moments

被引：4
作者：
Bieniek, Milena
Szynal, Dominik
机构：
[1] Marie Curie Sklodowska Univ, Fac Econ, Dept Stat & Econometr, PL-20031 Lublin, Poland
[2] Marie Curie Sklodowska Univ, Inst Math, PL-20031 Lublin, Poland
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2007年 / 137卷 / 01期
关键词：
k-th record values; Stirling numbers of the first kind; moments; incomplete gamma and Polygamma functions; zeta function; harmonic numbers;
D O I：
10.1016/j.jspi.2005.11.005
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：
We give new formula for moments of k-th record values in terms of Stirling numbers of the first kind. In particular, the formulae allow to derive the explicit formulae for moments of k-th lower record values from exponential distribution which have not been known yet. Moreover, some interesting identities involving harmonic numbers are also obtained as corollaries to presented results. (c) 2006 Elsevier B.V. All rights reserved.
引用
收藏
页码：12 / 22
页数：11
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