Application of Concomitants of Order Statistics of Independent Non Identically Distributed Random Variables in Estimation

Veena T.g and P. Yageen Thomas

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 12, 2530-2545

Abstract: In this article, we obtain expressions for the pdf of a single concomitant of order statistic and the joint pdf of a pair of concomitants of order statistics of independent non identically distributed random variables. Using these expressions, we find the means, variances and covariances of order statistics arising from independent non identically distributed bivariate Pareto distributions. A method of estimation of a common parameter involved in several bivariate Pareto distributions using concomitants of order statistics is also discussed.

Date: 2015
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DOI: 10.1080/03610926.2013.781632

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