On characteristic functions of kth record values from the generalized extreme value distribution and its characterization

• Autorzy: M. A. W. Mahmoud , M. A. Atallah , M. Albassam
• Języki publikacji: EN

Abstrakty

EN

Recurrence relations for the marginal, joint and conditional characteristic functions of kth record values from the generalized extreme value distribution are established. These relations are utilized to obtain recurrence relations for single, product and conditional moments of kth record values. Moreover, by making use of the recurrence relations the generalized extreme value distribution is characterized.

Kategorie tematyczne

• 62E10: Characterization and structure theory
• 60E10: Characteristic functions; other transforms

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2011
• Tom: 38
• Numer: 3
• Strony: 357-367

Daty

wydano

2011

Twórcy

autor

M. A. W. Mahmoud

• Department of Statistics, King Abdulaziz University, Jeddah, Saudi Arabia

autor

M. A. Atallah

• Department of Statistics, King Abdulaziz University, Jeddah, Saudi Arabia

autor

M. Albassam

• Department of Statistics, King Abdulaziz University, Jeddah, Saudi Arabia

Identyfikatory

DOI

10.4064/am38-3-6