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

作者：Veena T G^*; Thomas P Yageen

来源：Communications in Statistics - Theory and Methods, 2015, 44(12): 2530-2545.

DOI：10.1080/03610926.2013.781632

• Bivariate Pareto distribution
• Concomitants of order statistics
• Independent non identically distributed random variables
• Point estimation

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.

• 出版日期2015