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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2021 Volume 66, Issue 3, Pages 610–618 (Mi tvp5391)

Short Communications

On relations for moments of the normal $k$th record values and a characterization

P. Pawlas, D. Szynal

Institute of Mathematics, Maria Curie-Sklodowska University, Lublin, Poland

Abstract: This paper gives the explicit expressions for moments of the $k$th record values from normal distribution and relations between the $r$th, $(r-2)$nd single, and product moments. These relations allow us to give skewness and kurtosis of record values and present a new characterization of normal distribution.

Keywords: $k$th upper record values, complete sequence of functions, characterization of probability distributions.

Received: 22.01.2020
Revised: 23.06.2020
Accepted: 06.07.2020

DOI: 10.4213/tvp5391


 English version:
Theory of Probability and its Applications, 2021, 66:3, 488–494

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© Steklov Math. Inst. of RAS, 2025