Role of concomitants of order statistics in determining parent bivariate distributions
T. G. Veena and
P. Yageen Thomas
Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 16, 7976-7997
Abstract:
In this paper, we establish the role of concomitants of order statistics in the unique identification of the parent bivariate distribution. From the results developed, we have illustrated by examples the process of determination of the parent bivariate distribution using a marginal pdf and the pdf of either of the concomitant of largest or smallest order statistic on the other variable. An application of the results derived in modeling of a bivariate distribution for data sets drawn from a population as well is discussed.
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:16:p:7976-7997
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DOI: 10.1080/03610926.2016.1171351
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