Stats (Aug 2023)

On the Extreme Value <inline-formula><math display="inline"><semantics><mi mathvariant="double-struck">H</mi></semantics></math></inline-formula>-Function

  • Pushpa Narayan Rathie,
  • Luan Carlos de Sena Monteiro Ozelim,
  • Felipe Quintino,
  • Tiago A. da Fonseca

DOI
https://doi.org/10.3390/stats6030051
Journal volume & issue
Vol. 6, no. 3
pp. 802 – 811

Abstract

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In the present paper, a new special function, the so-called extreme value H-function, is introduced. This new function, which is a generalization of the H-function with a particular set of parameters, appears while dealing with products and quotients of a wide class of extreme value random variables. Some properties, special cases and a series representation are provided. Some statistical applications are also briefly discussed.

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