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On moment generating function of records from extreme value distribution.

Author(s)
Mohammad Z. Raqab Department of Mathematics, University Jordan, Amman 11942, Jordan
Mohammad Ahsanullah Department Management Science, Rider University Lawrenceville, NJ 08648-3099, USA
Abstract
In this paper the authors have investigated some distributional properties involving general relations between moment generating functions of the variational series of records from the generalized extreme value distribution. These relations are used to obtain recurrence relations between the marginal and joint moment generating functions of records from the generalized extreme value distribution. It is shown that using these recurrence relations, all the marginal and joint moment functions and consequently the moments of all record values can be obtained in a simple recursive process.
Publication Details
Page(s) 1-13
DOI DOI not available
Published Journal: Pakistan Journal of Statistics, Volume: 19, Issue: 1, Year: 2003

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