General Recurrence Relations Based on Upper Record Values

Document Type : Original Article

Authors

Department of Mathematics, Faculty of Science, Al-Azhar University, Egypt

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