Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152294 | Statistical Methodology | 2008 | 20 Pages |
Abstract
Generalized order statistics constitute a unified model for ordered random variables that includes order statistics and record values among others. Here, we consider concomitants of generalized order statistics for the Farlie–Gumbel–Morgenstern bivariate distributions and study recurrence relations between their moments. We derive the joint distribution of concomitants of two generalized order statistics and obtain their product moments. Application of these results is seen in establishing some well known results given separately for order statistics and record values and obtaining some new results.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
M.I. Beg, M. Ahsanullah,