In this paper, we derive the distributions of concomitants of record values from generalized Farlie-Gumbel-Morgenstern family of bivariate distributions. We derive the single and the product moments of the concomitant...In this paper, we derive the distributions of concomitants of record values from generalized Farlie-Gumbel-Morgenstern family of bivariate distributions. We derive the single and the product moments of the concomitants for the general case. The results are then applied to the ease of the two-parameter exponential marginal distributions. Using concomitants of record values we derive the best linear unbiased estimators of parameters of the marginal distributions. Moreover, two methods for obtaining predictors of concomitants of record values are presented. Finally, a numerical illustration is performed to highlight the theoretical results obtained.展开更多
文摘In this paper, we derive the distributions of concomitants of record values from generalized Farlie-Gumbel-Morgenstern family of bivariate distributions. We derive the single and the product moments of the concomitants for the general case. The results are then applied to the ease of the two-parameter exponential marginal distributions. Using concomitants of record values we derive the best linear unbiased estimators of parameters of the marginal distributions. Moreover, two methods for obtaining predictors of concomitants of record values are presented. Finally, a numerical illustration is performed to highlight the theoretical results obtained.
