General Recurrence Relations Based on Upper Record Values | ||
| The Egyptian Statistical Journal | ||
| Article 6, Volume 44, Issue 1, June 2000, Pages 68-80 PDF (5.06 M) | ||
| Document Type: Original Article | ||
| DOI: 10.21608/esju.2000.313824 | ||
| Abstract | ||
| In this paper, we establish general recurrence relations satisfied by the single and double expected values of any measurable function of upper record values. Then, we use these relations to obtain the corresponding recurrence relations for the moments, moment generating functions (MGFs), and factorial moment generating functions (FMGFs) of upper record values. We consider some examples including, exponential, Weibull, Pareto, generalized Pareto, Burr, logistic, half logistic, log-logistic, skewed and parabolic distributions. Finally, we present an application in life testing. | ||
| Keywords | ||
| Upper Record Values - Recurrence Relations; Moments - Moment Generating Functions - Factorial Moment Generating Functions and Reliability Function | ||
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