Concomitants of Order Statistics and Record Values from Generalization of FGM Bivariate-Generalized Exponential Distribution

Abstract

We introduce the generalized Farlie–Gumbel–Morgenstern (FGM) type bivariate-generalized exponential distribution. Some distributional properties of concomitants of order statistics as well as record values for this family are studied. Recurrence relations between the moments of concomitants are obtained, some of these recurrence relations were not publishes before for Morgenstern type bivariate distributions. Moreover, most of the paper results are extended to arbitrary distributions.

Keywords

• Concomitants
• Order statistics
• Record values
• Generalized exponential distribution
• Generalization of FGM family