Geodesic
On characteristic functions of $k$th record values from the generalized extreme value distribution and its characterization
M. A. W. Mahmoud 1   ; M. A. Atallah 1   ; M. Albassam 1
1 Department of Statistics King Abdulaziz University Jeddah, Saudi Arabia
Applicationes Mathematicae, Tome 38 (2011) no. 3, pp. 357-367 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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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.
DOI : 10.4064/am38-3-6
Keywords: recurrence relations marginal joint conditional characteristic functions kth record values generalized extreme value distribution established these relations utilized obtain recurrence relations single product conditional moments kth record values moreover making recurrence relations generalized extreme value distribution characterized

M. A. W. Mahmoud  1   ; M. A. Atallah  1   ; M. Albassam  1

1 Department of Statistics King Abdulaziz University Jeddah, Saudi Arabia 
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M. A. W. Mahmoud; M. A. Atallah; M. Albassam. On characteristic functions of $k$th record values from the generalized extreme value distribution and its characterization. Applicationes Mathematicae, Tome 38 (2011) no. 3, pp. 357-367. doi: 10.4064/am38-3-6

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