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

• Filippo Domma ^[1] ; Sabrina Giordano ^[1]
  1. [1] University of Calabria

     University of Calabria

     Cosenza, Italia

     
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 294, Nº 1 (1 March 2016), 2016, págs. 413-435
• Idioma: inglés
• DOI: 10.1016/j.cam.2015.08.022
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• Resumen

  • In this work, we study the concomitants of mm-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.