engleski

On the characteristic functions for extreme value distribu

For the first time, explicit closed forms are derived for the characteristic functions for the extreme value distributions of type 2 and type 3. The expression for the first one involves the Fox's H_{; ; 0, 2}; ; ^{; ; 2, 0}; ; function, while the characteristic function for the type 3 extreme value distribution contains the Wright generalized confluent hypergeometric 1Psi0 -function.

Characteristic function; Extreme value distribution of type 2; Extreme value distribution of type 3; Fox's H function; Wright generalized hypergeometric Psi function

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