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 1993
DOI
10.1080/03610929308831097
ISSN
0361-0926