Measures of information in order statistics and their concomitants for the single iterated Farlie–Gumbel–Morgenstern bivariate distribution
H. M. Barakat, E. M. Nigm, I. A. Husseiny
Abstract
The Fisher information matrix related to an order statistic and its concomitant used to order a bivariate random sample are obtained in the case of the shape-parameter vector of an iterated Farlie–Gumbel–Morgenstern bivariate distribution. They contain information conveyed by singly or multiply censored bivariate samples drawn from an iterated Farlie–Gumbel–Morgenstern bivariate distribution. Fisher information is computed for the mean of the exponential distribution in the concomitant of an order statistic. Shannon entropy in the order statistics and their concomitants based on the iterated Farlie–Gumbel–Morgenstern bivariate distribution are derived.
Topics & Concepts
Bivariate analysisOrder statisticStatisticGumbel distributionStatisticsMathematicsComputer scienceExtreme value theoryStatistical Distribution Estimation and ApplicationsFinancial Risk and Volatility ModelingHydrology and Drought Analysis