Results on concomitants of generalized order statistics from Morgenstern new family of heavy-tailed distributions
عنوان مقاله: Results on concomitants of generalized order statistics from Morgenstern new family of heavy-tailed distributions
شناسه ملی مقاله: JR_JSMTA-3-1_002
منتشر شده در در سال 1401
شناسه ملی مقاله: JR_JSMTA-3-1_002
منتشر شده در در سال 1401
مشخصات نویسندگان مقاله:
Zahra Almaspoor - Department of Statistics, Yazd, Yazd, Iran
Saeid Tahmasebi - Department of Statistics, Faculty of Intelligent Systems Engineering and Data Science, Persian Gulf University, Bushehr, Iran
خلاصه مقاله:
Zahra Almaspoor - Department of Statistics, Yazd, Yazd, Iran
Saeid Tahmasebi - Department of Statistics, Faculty of Intelligent Systems Engineering and Data Science, Persian Gulf University, Bushehr, Iran
In this paper, a new bivariate family of distributions is proposed by mixing up the new family of heavy-tailed distributions approach with the Farlie-Gumble-Morgenstern copula. The resultant family may be called the Farlie-Gumble-Morgenstern new family of heavy-tailed distributions. For the proposed family, some properties of the concomitants of generalized order statistics are obtained. The joint distribution of concomitants is also derived. Furthermore, for this new family, some properties of extropy for the concomitant of generalized order statistics are obtained. The method of maximum likelihood estimation is implemented to obtain the estimators of the parameters. Two sub-models are studied using the introduced approach.
کلمات کلیدی: Concomitants, Extropy measure, Farlie-Gumble-Morgenstern copula, Generalized order statistics, New family of heavy-tailed
صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/1518481/