Journal of Statistical Theory and Applications (JSTA) (Mar 2015)
Concomitants of Dual Generalized Order Statistics from Morgenstern Type Bivariate Generalized Exponential Distribution
Abstract
[9] introduced the concept of dual generalized order statistics (dgos) that enables a common approach to descending ordered random variables like reversed order statistics and lower record values. In this paper, we have obtained probability density function (pdf) of r-th, and the joint pdf of r-th and s-th, concomitants of dgos from Morgenstern type bivariate generalized exponential distribution and derived their product moments. Further the results are deduced for moments of k-th lower record values and order statistics. Recurrence relations between moments of concomitants are also obtained. Finally, some properties of joint distributions for concomitants of dgos are presented.
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