Beg, M.I. and Ahsanullah, M. (2004) Concomitants of Generalized Order Statistics from Farlie-Gumbel-Morgenstern Distributions. Technical Report. Concordia University. Department of Mathematics & Statistics, Montreal, Quebec.
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Abstract
Generalized order statistics constitute a unifed 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 or-
der 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.
| Divisions: | Concordia University > Faculty of Arts and Science > Mathematics and Statistics |
|---|---|
| Item Type: | Monograph (Technical Report) |
| Authors: | Beg, M.I. and Ahsanullah, M. |
| Series Name: | Department of Mathematics & Statistics. Technical Report No. 6/04. |
| Corporate Authors: | Concordia University. Department of Mathematics & Statistics |
| Institution: | Concordia University |
| Date: | September 2004 |
| ID Code: | 6650 |
| Deposited By: | DIANE MICHAUD |
| Deposited On: | 02 Jun 2010 16:11 |
| Last Modified: | 18 Jan 2018 17:29 |
References:
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