Some results on the moments of record values from linear exponential distribution (Q5943338)
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scientific article; zbMATH DE number 1643008
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some results on the moments of record values from linear exponential distribution |
scientific article; zbMATH DE number 1643008 |
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Some results on the moments of record values from linear exponential distribution (English)
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8 October 2002
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linear exponential distribution
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record values
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moments
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Consider the upper record values arising from a sequence of i.i.d. random variables from a linear exponential population with pdf NEWLINE\[NEWLINEf(x)= (\lambda +\nu x)e^{-(\lambda x+\nu x^2/2)}, \quad 0\leq x<\infty,\;\lambda, \nu> 0.NEWLINE\]NEWLINE The author gives exact formulas for the single and product moments of record values. He also derives recurrence relations for both single and product moments. Finally, some extensions of the results to include the moments of \(k\)-record values are presented.
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