Moments of Record Values from Uniform Distribution and Associated Inference

Document Type : Original Article

Author

Department of Mathematical, Faculty of Science. Al-Zhar University

Abstract

In this paper, we derive exact explicit expressions for the single, double, triple and quadruple moments of the upper and lower record values from uniform distribution. We then use these expressions to compute the mean, variance, and the coefficients of skewness and kurtosis of certain linear functions of record values. Finally, we develop approximate confidence intervals for the location and scale parameters of uniform distribution using the Edgeworth approximation and compare them with the intervals constructed through Monte Carlo simulations.
 

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