Characterizations of bivariate distributions using concomitants of record values

P. Thomas () and T. Veena

Metrika: International Journal for Theoretical and Applied Statistics, 2014, vol. 77, issue 7, 947-963

Abstract: In this paper, we consider a family of bivariate distributions which is a generalization of the Morgenstern family of bivariate distributions. We have derived some properties of concomitants of record values which characterize this generalized class of distributions. The role of concomitants of record values in the unique determination of the parent bivariate distribution has been established. We have also derived properties of concomitants of record values which characterize each of the following families viz Morgenstern family, bivariate Pareto family and a generalized Gumbel’s family of bivariate distributions. Some applications of the characterization results are discussed and important conclusions based on the characterization results are drawn. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Characterization of bivariate distributions; Concomitants of record values; Generalized Morgenstern family of bivariate distributions; Bivariate Pareto distribution; Generalized Gumbel’s family of bivariate distributions (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:77:y:2014:i:7:p:947-963

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DOI: 10.1007/s00184-013-0480-6

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