Journal of the Chungcheong Mathematical Society (충청수학회지)
- Volume 21 Issue 1
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- Pages.99-106
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- 2008
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- 1226-3524(pISSN)
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- 2383-6245(eISSN)
RECURRENCE RELATIONS OF THE STANDARD GENERALIZED EXTREME VALUE DISTRIBUTION BY THE LOWER RECORD VALUES
- Chang, Se-Kyung (Department of Mathematics Education Cheongju University)
- Received : 2008.02.01
- Published : 2008.03.31
Abstract
In this paper, we establish some recurrence relations which is satisfied by the quotient moments of the lower record values from the standard generalized extreme value (GEV) distribution.
Keywords
- record value;
- recurrence relation;
- standard generalized extreme value distribution;
- expectation;
- quotient moment