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Concomitants of generalized order statistics from iterated Farlie–Gumbel–Morgenstern type bivariate distribution

M. A. Alawady, H. M. Barakat, Shengwu Xiong, Mohamed A. Abd Elgawad

2020Communication in Statistics- Theory and Methods29 citationsDOI

Abstract

In this article, we study the concomitants of m-generalized order statistics (m-GOS) from iterated Farlie–Gumbel–Morgenstern bivariate distributions, denoted by IFGM (λ,η), as an extension of several recent papers. Furthermore, the joint distribution of m-GOS of concomitants for this family are studied. Some useful recurrence relations between moments of concomitants are obtained. The generalized exponential distribution is taken a typical case of the possible marginals of the IFGM (λ,η). Finally, the asymptotic behavior of the concomitant’s rank for the model ordinary order statistics is studied.

Topics & Concepts

Gumbel distributionBivariate analysisOrder statisticIterated functionMathematicsJoint probability distributionRank (graph theory)Extension (predicate logic)Applied mathematicsDistribution (mathematics)Order (exchange)StatisticsExponential functionExponential distributionType (biology)CombinatoricsComputer scienceExtreme value theoryMathematical analysisBiologyEconomicsEcologyFinanceProgramming languageStatistical Distribution Estimation and ApplicationsProbabilistic and Robust Engineering DesignBayesian Methods and Mixture Models