Relations for single and product moments of record values from Gumbel distribution

In this paper some recurrence relations between the moments of record values from the Gumbel 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 very simple recursive process.

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Year of publication:	1992
Authors:	Balakrishnan, N. ; Ahsanullah, M. ; Chan, P. S.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 15.1992, 3, p. 223-227
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138271