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On concomitants of generalized order statistics from generalized FGM family under a general setting

Mohamed A. Abd Elgawad, M. A. Alawady

2022Mathematica Slovaca18 citationsDOI

Abstract

Abstract In this work, we study the distributional and moment properties of concomitants of dual generalized order statistics and consequently generalized order statistics. When the parameters are assumed to be pairwise different from Bairamov-Kotz-Becki Farlie-Gumbel-Morgenstern (BKB-FGM) family. Furthermore, an example of progressive type-II censored order statistics of BKB-FGM family under uniform distribution is obtained. Moreover, the joint distribution of dual generalized order statistics and record values of concomitants for this family are discussed. Finally, an application is given for some well-known distributions such as exponential, Pareto, and power function distributions.

Topics & Concepts

Order statisticMathematicsExponential familyPareto distributionGeneralized Pareto distributionPairwise comparisonStatisticsExponential distributionGeneralized functionNatural exponential familyOrder (exchange)Exponential functionDistribution (mathematics)Gumbel distributionPareto principleJoint probability distributionDual (grammatical number)Extreme value theoryMathematical analysisArtLiteratureEconomicsFinanceStatistical Distribution Estimation and ApplicationsHydrology and Drought AnalysisFinancial Risk and Volatility Modeling
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