1.School of Mathematics,University of Manchester,Manchester,UK;2.Faculty of Maritime Studies,University of Rijeka,Rijeka,Croatia
Abstract:
For the first time, explicit closed forms are derived for characteristic functions for the extreme value distributions of type 2 and type 3. These expressions involve the Fox’s (H_{0,2}^{2,0}) function and the Wright generalized confluent hypergeometric 1Ψ0-function. A discussion of applications is given.