Geodesic
On characteristic functions of $k$th record values from the generalized extreme value distribution and its characterization
M. A. W. Mahmoud1 ; M. A. Atallah1 ; M. Albassam1
1 Department of Statistics King Abdulaziz University Jeddah, Saudi Arabia
Applicationes Mathematicae, Tome 38 (2011) no. 3, pp. 357-367.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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 
@article{10_4064_am38_3_6,
     author = {M. A. W. Mahmoud and M. A. Atallah and M. Albassam},
     title = {On characteristic functions of $k$th record values from the generalized extreme value distribution and its characterization},
     journal = {Applicationes Mathematicae},
     pages = {357--367},
     publisher = {mathdoc},
     volume = {38},
     number = {3},
     year = {2011},
     doi = {10.4064/am38-3-6},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am38-3-6/}
}
TY  - JOUR
AU  - M. A. W. Mahmoud
AU  - M. A. Atallah
AU  - M. Albassam
TI  - On characteristic functions of $k$th record values from the generalized extreme value distribution and its characterization
JO  - Applicationes Mathematicae
PY  - 2011
SP  - 357
EP  - 367
VL  - 38
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4064/am38-3-6/
DO  - 10.4064/am38-3-6
LA  - en
ID  - 10_4064_am38_3_6
ER  - 
%0 Journal Article
%A M. A. W. Mahmoud
%A M. A. Atallah
%A M. Albassam
%T On characteristic functions of $k$th record values from the generalized extreme value distribution and its characterization
%J Applicationes Mathematicae
%D 2011
%P 357-367
%V 38
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.4064/am38-3-6/
%R 10.4064/am38-3-6
%G en
%F 10_4064_am38_3_6
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. http://geodesic.mathdoc.fr/articles/10.4064/am38-3-6/

Cité par Sources :