On characteristic functions of $k$th record values from the generalized extreme value distribution and its characterization

Volume 38 / 2011

M. A. W. Mahmoud, M. A. Atallah, M. Albassam Applicationes Mathematicae 38 (2011), 357-367 MSC: Primary 62E10; Secondary 60E10. DOI: 10.4064/am38-3-6

Abstract

Recurrence relations for the marginal, joint and conditional characteristic functions of $k$th 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 $k$th record values. Moreover, by making use of the recurrence relations the generalized extreme value distribution is characterized.

Authors

  • M. A. W. MahmoudDepartment of Statistics
    King Abdulaziz University
    Jeddah, Saudi Arabia
    e-mail
  • M. A. AtallahDepartment of Statistics
    King Abdulaziz University
    Jeddah, Saudi Arabia
    e-mail
  • M. AlbassamDepartment of Statistics
    King Abdulaziz University
    Jeddah, Saudi Arabia
    e-mail

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