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Recurrence relations for moments of record values from generalized extreme value distribution |
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| Authors: | N Balakrishnan PS Chan M Ahsanullah |
| Institution: | 1. Dept. of Mathematics and statistics , McMaster University , Hamilton, Ontario, L8S 4KI, Canada;2. Dept.of Mgmt. Sciences , Rider College , Lawrenceville, NJ, 08648-3099, USA |
| 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. |
| Keywords: | Moments Product Moments Recurrence Relation Extreme Value Distribution |