RELATIONS FOR SINGLE AND PRODUCT MOMENTS OF RECORD VALUES FROM GUMBEL DISTRIBUTION

被引：19

作者：

BALAKRISHNAN, N

AHSANULLAH, M

CHAN, PS

机构：

[1] MCMASTER UNIV,DEPT MATH & STAT,HAMILTON L8S 4L8,ONTARIO,CANADA

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

来源：

STATISTICS & PROBABILITY LETTERS | 1992年 / 15卷 / 03期

基金：

加拿大自然科学与工程研究理事会;

关键词：

D O I：

10.1016/0167-7152(92)90193-9

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 Gumbel 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 very simple recursive process.

引用

页码：223 / 227

页数：5

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[2]

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[3]

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[4]

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[5]

BALAKRISHNAN N, 1992, UNPUB RELATIONS SING

[6]

CHANDLER KN, 1952, J ROY STAT SOC B, V14, P220

[7]

DAVID HA, 1981, ORDER STATISTICS

[8]

Feller W., 1966, INTRO PROBABILITY TH, V2

[9]

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NAGARAJA, HN .

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1988, 17 (07) :2223-2238

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