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Recurrence relations for moments of record values

โœ Scribed by Udo Kamps


Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
354 KB
Volume
45
Category
Article
ISSN
0378-3758

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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