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Recurrence relations for moments of record values...
Journal article

Recurrence relations for moments of record values from generalized extreme value distribution

Abstract

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.

Authors

Balakrishnan N; Chan PS; Ahsanullah M

Journal

Communication in Statistics- Theory and Methods, Vol. 22, No. 5, pp. 1471–1482

Publisher

Taylor & Francis

Publication Date

January 1, 1993

DOI

10.1080/03610929308831097

ISSN

0361-0926

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