Recurrence relations for moments of record values
โ Scribed by Udo Kamps
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 354 KB
- Volume
- 45
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
A general result for obtaining recurrence relations between single moments of order statistics is obtained and has been used to establish the recurrence relations between moments of some doubly truncated distributions. The examples considered are Weibull, exponential, Pareto, power function, Cauchy,
Let Yk,n denote the nth k-record value (upper) of an infinite sequence of independent, identically distributed random variables with common continuous distribution function F. We derive bounds for the expected values of Yk., based on greatest convex minorants (Moriguti's method). We also present num
Let {X,}~= 1 be a sequence of i.i.d, random variables having continuous distribution F(x) with E IX[~+~< oo for some positive integer l and for some e > 0. It is shown that for any fixed integer N > 0 the sequence of moments of record values {E(XL(n))t}~=N characterizes F. Furthermore, this result i