Characterizations of bivariate distributions by properties of concomitants of order statistics

In this paper, we consider a family of bivariate distributions which forms a generalization of the Morgenstern family of bivariate distributions. We have derived two characteristic properties of concomitants of order statistics which characterize this generalized class of distributions. Some important conclusions based on the characterization results are also drawn.

MoreLess

Year of publication:	2008
Authors:	Veena, T.G. ; Yageen Thomas, P.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 18, p. 3350-3354
Publisher:	Elsevier

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319112