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Estimation of parameters of bivariate normal distribution using concomitants of record values

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Abstract

In this paper, we discuss the concomitants of record values arising from the well-known bivariate normal distribution BVND(µ1, µ2,σ1,σ2, ρ). We have obtained the best linear unbiased estimators of µ2 and σ2 when ρ is known and derived some unbiased linear estimators of ρ when µ2 and σ2 are known, based on the concomitants of first n record values. The variances of these estimators have been obtained.

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Authors and Affiliations

  1. Department of Statistics, University of Kerala, Trivandrum, 695581, Kerala, India

    Manoj Chacko & P. Yageen. Thomas

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  1. Manoj Chacko
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  2. P. Yageen. Thomas
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Correspondence to P. Yageen. Thomas.

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Chacko, M., Thomas, P.Y. Estimation of parameters of bivariate normal distribution using concomitants of record values. Statistical Papers 49, 263–275 (2008). https://doi.org/10.1007/s00362-006-0011-x

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  • DOI: https://doi.org/10.1007/s00362-006-0011-x

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