Article
Open Access
RECURRENCE RELATIONS FOR SINGLE AND PRODUCT MOMENTS OF LOWER GENERALIZED ORDER STATISTICS FROM THE INVERSE WEIBULL DISTRIBUTION
-
Piotr Pawlas
Published/Copyright:
December 19, 2017
Published Online: 2017-12-19
Published in Print: 2001-4-1
© by Piotr Pawlas
Articles in the same Issue
- Titelei
- Contents
- KAZIMIERZ URBANIK AND HIS RESEARCH
- REMARKS ON THE SELFDECOMPOSABILITY AND NEW EXAMPLES
- THE CLASS OF TYPE G DISTRIBUTIONS ON Rd AND RELATED SUBCLASSES OF INFINITELY DIVISIBLE DISTRIBUTIONS
- THE EXISTENCE OF ONE-PARAMETER SEMIGROUPS AND CHARACTERIZATIONS OF OPERATOR-LIMIT DISTRIBUTIONS
- ON MULTIPLE DECOMPOSABILITY OF PROBABILITY MEASURES ON R
- GENERALIZED TRANSLATION OPERATORS AND MARKOV PROCESSES
- LIMITING DISTRIBUTIONS OF DIFFERENCES BETWEEN SOME GENERALIZED ORDER STATISTICS
- FEW REMARKS ON INDIVIDUAL ERGODIC THEOREM AND SUMMABILITY METHODS
- ON A STATIONARY PROCESS INDUCED BY AN ALMOST PERIODICALLY CORRELATED PROCESS
- SOME REMARKS ON QUADRATIC FORMS IN STABLE RANDOM VARIABLES
- THE COMPLETENESS IN SPACES OF BOUNDED PETTIS INTEGRABLE FUNCTIONS AND IN SPACES OF BOUNDED FUNCTIONS SATISFYING THE LAW OF LARGE NUMBERS
- ON THE ALMOST SURE CONVERGENCE OF ALL CONDITIONINGS OF POSITIVE RANDOM VARIABLES
- RECURRENCE RELATIONS FOR SINGLE AND PRODUCT MOMENTS OF LOWER GENERALIZED ORDER STATISTICS FROM THE INVERSE WEIBULL DISTRIBUTION
- POLYNOMIAL-GAUSSIAN VECTORS AND POLYNOMIAL-GAUSSIAN PROCESSES
- ALMOST SURE CENTRAL LIMIT THEOREMS FOR WEAKLY DEPENDENT RANDOM VARIABLES
- SKETCHES ON DILATION PROBABILITY DISTRIBUTIONS
- ASYMPTOTICS AND HIGH DIMENSIONAL APPROXIMATIONS FOR NONLINEAR PSEUDODIFFERENTIAL EQUATIONS INVOLVING LÉVY GENERATORS
- A CLOSURE METHOD FOR RANDOMLY PERTURBED LINEAR SYSTEMS
- ON INVARIANCE OF LINEAR SUBSPACES FOR STOCHASTIC EVOLUTION EQUATIONS
- THE MARTINGALE DECOMPOSITION AND APPROXIMATION THEOREMS FOR A GENERALIZED RANDOM PERMANENT FUNCTION
- TRANSFORMED DIFFEOMORPHIC KERNEL ESTIMATION OF HAZARD RATE FUNCTION
- UNFINISHED LEAGUE SEASON OF FOOTBALL
- PREDICTION INTERVALS FOR STATIONARY TIME SERIES USING THE SIEVE BOOTSTRAP METHOD
- MALLIAVIN CALCULUS IN CONSTRUCTION OF HEDGING PORTFOLIO FOR THE HESTON MODEL OF A FINANCIAL MARKET
- HEDGING IN THE CRR MODEL UNDER CONCAVE TRANSACTION COSTS
Creative Commons
BY-NC-ND 3.0
Articles in the same Issue
- Titelei
- Contents
- KAZIMIERZ URBANIK AND HIS RESEARCH
- REMARKS ON THE SELFDECOMPOSABILITY AND NEW EXAMPLES
- THE CLASS OF TYPE G DISTRIBUTIONS ON Rd AND RELATED SUBCLASSES OF INFINITELY DIVISIBLE DISTRIBUTIONS
- THE EXISTENCE OF ONE-PARAMETER SEMIGROUPS AND CHARACTERIZATIONS OF OPERATOR-LIMIT DISTRIBUTIONS
- ON MULTIPLE DECOMPOSABILITY OF PROBABILITY MEASURES ON R
- GENERALIZED TRANSLATION OPERATORS AND MARKOV PROCESSES
- LIMITING DISTRIBUTIONS OF DIFFERENCES BETWEEN SOME GENERALIZED ORDER STATISTICS
- FEW REMARKS ON INDIVIDUAL ERGODIC THEOREM AND SUMMABILITY METHODS
- ON A STATIONARY PROCESS INDUCED BY AN ALMOST PERIODICALLY CORRELATED PROCESS
- SOME REMARKS ON QUADRATIC FORMS IN STABLE RANDOM VARIABLES
- THE COMPLETENESS IN SPACES OF BOUNDED PETTIS INTEGRABLE FUNCTIONS AND IN SPACES OF BOUNDED FUNCTIONS SATISFYING THE LAW OF LARGE NUMBERS
- ON THE ALMOST SURE CONVERGENCE OF ALL CONDITIONINGS OF POSITIVE RANDOM VARIABLES
- RECURRENCE RELATIONS FOR SINGLE AND PRODUCT MOMENTS OF LOWER GENERALIZED ORDER STATISTICS FROM THE INVERSE WEIBULL DISTRIBUTION
- POLYNOMIAL-GAUSSIAN VECTORS AND POLYNOMIAL-GAUSSIAN PROCESSES
- ALMOST SURE CENTRAL LIMIT THEOREMS FOR WEAKLY DEPENDENT RANDOM VARIABLES
- SKETCHES ON DILATION PROBABILITY DISTRIBUTIONS
- ASYMPTOTICS AND HIGH DIMENSIONAL APPROXIMATIONS FOR NONLINEAR PSEUDODIFFERENTIAL EQUATIONS INVOLVING LÉVY GENERATORS
- A CLOSURE METHOD FOR RANDOMLY PERTURBED LINEAR SYSTEMS
- ON INVARIANCE OF LINEAR SUBSPACES FOR STOCHASTIC EVOLUTION EQUATIONS
- THE MARTINGALE DECOMPOSITION AND APPROXIMATION THEOREMS FOR A GENERALIZED RANDOM PERMANENT FUNCTION
- TRANSFORMED DIFFEOMORPHIC KERNEL ESTIMATION OF HAZARD RATE FUNCTION
- UNFINISHED LEAGUE SEASON OF FOOTBALL
- PREDICTION INTERVALS FOR STATIONARY TIME SERIES USING THE SIEVE BOOTSTRAP METHOD
- MALLIAVIN CALCULUS IN CONSTRUCTION OF HEDGING PORTFOLIO FOR THE HESTON MODEL OF A FINANCIAL MARKET
- HEDGING IN THE CRR MODEL UNDER CONCAVE TRANSACTION COSTS