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On the Extreme Value H -Function

Pushpa Narayan Rathie, Luan Carlos de Sena Monteiro Ozelim (), Felipe Quintino and Tiago A. da Fonseca
Additional contact information
Pushpa Narayan Rathie: Department of Statistics, University of Brasilia, Brasília 70.910-900, Brazil
Luan Carlos de Sena Monteiro Ozelim: Department of Civil and Environmental Engineering, University of Brasilia, Brasília 70.910-900, Brazil
Felipe Quintino: Department of Statistics, University of Brasilia, Brasília 70.910-900, Brazil
Tiago A. da Fonseca: Gama Engineering College, University of Brasilia, Brasília 72.444-240, Brazil

Stats, 2023, vol. 6, issue 3, 1-10

Abstract: 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.

Keywords: H-function; extreme value distributions; Mellin transform (search for similar items in EconPapers)
JEL-codes: C1 C10 C11 C14 C15 C16 (search for similar items in EconPapers)
Date: 2023
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