Records and concomitants.
Recurrence relations for conditional moment generating functions of order statistics and record values
In this paper, recurrence relations for conditional moment generating functions and conditional moments of order statistics and record values based on random samples drawn from members of a class of doubly truncated distributions Ád are obtained.
Relations for characteristic functions of k-th record values from generalized Pareto and inverse generalized Pareto distribution
Relations for the marginal, joint, conditional characteristic functions of k-th upper and lower record values from generalized Pareto distribution and inverse generalized Pareto distribution are given.