Concomitants of -generalized order statistics from generalized Farlie-Gumbel-Morgenstern distribution family

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• 作者：Filippo Domma ^{f.domma@unical.it" class="auth_mail" title="E-mail the corresponding author} ; Sabrina Giordano ; ^{sabrina.giordano@unical.it" class="auth_mail" title="E-mail the corresponding author}
• 关键词：Generalized order statistics ; Record values ; Recurrence relations ; Copula function ; Dagum distribution
• 刊名：Journal of Computational and Applied Mathematics
• 出版年：2016
• 出版时间：1 March 2016
• 年：2016
• 卷：294
• 期：Complete
• 页码：413-435
• 全文大小：534 K

文摘

In this work, we study the concomitants of m$m$-generalized order statistics (m-GOSs) from generalized Farlie–Gumbel–Morgenstern (GFGM) distribution family as a natural extension of the results by Beg and Ahsanullah (2008). We derive probability density functions, moments and recurrence relations between moments of concomitants of m-GOSs from the GFGM distribution family. Analogous results for order statistics and record values are presented as special cases. Moreover, using the features of the GFGM family and the moments of concomitants of order statistics, we propose three estimators of the dependence parameter of the GFGM family with Dagum distributed marginals.