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On k-th record times,record values and their moments
Authors:Milena Bieniek  Dominik Szynal
Affiliation:1. Department of Statistics and Econometrics, Faculty of Economics, Maria Curie-Sk?odowska University, pl. Marii Curie-Sk?odowskiej 5, 20-031 Lublin, Poland;2. Institute of Mathematics, Maria Curie-Sk?odowska University, pl. Marii Curie-Sk?odowskiej 1, 20-031 Lublin, Poland
Abstract: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.
Keywords:k-th record values   Stirling numbers of the first kind   Moments   Incomplete gamma and Polygamma functions   Zeta function   Harmonic numbers
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