Moment generating functions of record values from a class of doubly truncated distributions

Abstract

In this paper, we consider a class of doubly truncated distributions. Based on this class, recurrence relation for moment generating functions of record values is derived. Recurrence relations for single and product moments of record values are deduced from the main results. Several of the known distributions can be seen as special cases of the used class, which includes the left, right and non-truncated distributions. So, we discuss in detail some examples of these distributions based on the main results. In general, for any distribution in the considered class, we reach to a general form to find recurrence relations of moment generating function and moments.

Keywords

• record values
• moment generating function
• moments
• doubly truncated distributions