Abstract
In this paper, we have obtained the marginal and joint distributions of concomitants of k-record values for the Morgenstern family of distributions (MFD) and hence obtained the moments and product moments of concomitants of k-record values. Applying this results we have derived the best linear unbiased estimators of some parameters involved in Morgenstern type bivariate logistic distribution which belongs to MFD based on concomitants of k-record values.
Similar content being viewed by others
References
Ahsanullah M (1995) Record Statistics. Nova Science Publishers, Commack, New York
Arnold BC, Balakrishnan N, Nagaraja HN (1998) Records. Wiley, New York
Chacko M, Thomas PY (2006) Concomitants of record values arising from Morgenstern type bivariate logistic distribution and some of their applications in parameter estimation. Metrika 64: 317–333
Chacko M, Thomas PY (2008) Estimation of parameters of bivariate normal using concomitants of record values. Stat Pap 49: 263–275
Conway D (1983) Farlie-Gumbel-Morgenstern distributions. In: Kotz S, Johnson NL (eds) Encyclopedia of statistical sciences, vol 3. Wiley, New York, pp 28–31
David HA, Nagaraja HN (2003) Order statistics. Wiley, New York
Dziubdziela W, Kopocinski B (1976) Limiting properties of the k-th record values. Appl Math 15: 187–190
Houchens RL (1984) Record value theory and inference. Ph.D. Dissertation, University of California
Johnson NL, Kotz S (1972) Distributions in statistics: continuous multivariate distribution, 2nd edn. Wiley, New York
Johnson NL, Kotz S, Balakrishnan N (1995) Continuous univariate distributions. Wiley, New York
Kamps U (1995) A concept of Generalized order statistics. Teubner, Stuttgart
Kotz S, Balakrishnan N, Johnson NL (2000) Distributions in statistics: continuous multivariate distribution. Wiley, New York
Nevzorov VB, Ahsanullah M (2000) Some distributions of induced records. Biom J 42: 1069–1081
Shucany WR, Parr WC, Bayer JE (1978) Correlation structure in Farlie–Gumbel–Morgenstern distribution. Biometrika 65: 650–653
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Chacko, M., Shy Mary, M. Concomitants of k-record values arising from Morgenstern family of distributions and their applications in parameter estimation. Stat Papers 54, 21–46 (2013). https://doi.org/10.1007/s00362-011-0409-y
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00362-011-0409-y
Keywords
- Concomitants of k-record values
- Morgenstern family of distributions
- Morgenstern type bivariate logistic distribution
- Best linear unbiased estimation