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results on concomitants of generalized order statistics from morgenstern new family of heavy-tailed distributions
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نویسنده
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almaspoor zahra ,tahmasebi saeid
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منبع
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journal of statistical modelling: theory and applications - 2022 - دوره : 3 - شماره : 1 - صفحه:9 -24
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چکیده
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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.
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کلیدواژه
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concomitants ,extropy measure ,farlie-gumble-morgenstern copula ,generalized order statistics ,new family of heavy-tailed
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آدرس
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yazd university, department of statistics, iran, persian gulf university, faculty of intelligent systems engineering and data science, department of statistics, iran
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پست الکترونیکی
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stahmasby@yahoo.com
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Authors
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