Balakrishnan, N.; Ahsanullah, M.; Chan, P. S. - In: Statistics & Probability Letters 15 (1992) 3, pp. 223-227
In this paper some recurrence relations between the moments of record values from the Gumbel distribution are established. It is shown that using these recurrence relations, all the single and product moments of all record values can be obtained in a very simple recursive process.