Recurrence relations for moments of record values

DOI10.1016/0378-3758(94)00073-5zbMath0818.62013OpenAlexW1966079952MaRDI QIDQ1890881

Udo Kamps

Publication date: 23 May 1995

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)00073-5

zbMATH Keywords

order statisticscharacterizationsrecurrence relationsgeneralized order statisticsunified approachnon-identically distributed random variablesmoments of record values

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

On Moments of k-Records from Discrete Distributions ⋮ Relations for expectations of functions of generalized order statistics

Cites Work

• Inequalities for moments of order statistics and characterizations of distributions
• Characterizations of distributions via relationships between two moments of order statistics
• Characterizations of uniform and exponential distributions
• A general recurrence relation for moments of order statistics in a class of probability distributions and characterizations
• Moment inequalities for order statistics with applications to characterizations of distributions
• Identities for the difference of moments of successive order statistics and record values
• Relations, bounds and approximations for order statistics
• Recurrence relations between moments of order statistics
• Recurrence Relations And Identities For Moments Of Order Statistics, II; Specific Continuous Distributions
• Recurrence relations mid identities for moments of order statistics, i: arbitrary continuous distribution
• Moment Problem of Order Statistics: A Review
• Characterizations of exponential distributions by independent non-stationary record increments
• Relations Between Moments of Order Statistics
• The structure of elementary pure birth processes
• The structure of elementary pure birth processes
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