Recurrence relations for distribution functions and moments of \(k\)th record values (Q1848038)

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scientific article; zbMATH DE number 1821715
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Recurrence relations for distribution functions and moments of \(k\)th record values
scientific article; zbMATH DE number 1821715

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    Recurrence relations for distribution functions and moments of \(k\)th record values (English)
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    19 November 2002
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    The authors consider the \(k\) th lower record values \(\{Z_n^{(k) }, n\geq 1\}\) and the \(k\) th upper record values \(\{Y_n^{(k)}, n\geq 1\}\) arising from a sequence of i.i.d. random variables with absolutely continuous d.f. \(F\). They give a general procedure of obtaining recurrence relations for moments of \(Z_n^{(k)}\) and \(Y_n^{(k)}\).
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